+143.2%
FTNT vs DPZ
-6.8%
+149.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -3.5% | +2.2% | -5.7% | -3.7% |
| 30D | -36.5% | +6.7% | -43.2% | -37.0% |
| 3M | -24.7% | -4.5% | -20.2% | -24.5% |
| 6M | +8.3% | +3.3% | +5.0% | +7.4% |
| YTD | +55.6% | -19.4% | +75.0% | +60.7% |
| 1Y | +50.2% | -17.3% | +67.5% | +54.0% |
| 3Y | +143.2% | -8.4% | +151.5% | +150.9% |
| All | +143.2% | -6.8% | +149.9% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling