+1,910.4%
FTNT vs DPZ
+140.2%
+1,770.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.5% |
| 7D | +7.1% | +2.2% | +4.8% | +6.3% |
| 30D | -30.9% | +15.5% | -46.4% | -34.0% |
| 3M | -23.1% | -2.0% | -21.1% | -23.1% |
| 6M | +8.1% | +12.1% | -4.1% | +2.9% |
| YTD | +60.2% | -16.6% | +76.8% | +66.4% |
| 1Y | +57.0% | -14.6% | +71.6% | +61.6% |
| 3Y | +152.9% | -4.1% | +157.1% | +143.4% |
| 5Y | +85.9% | -28.3% | +114.2% | +95.3% |
| All | +1,910.4% | +140.2% | +1,770.2% | +1,443.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling