+154.6%
FTNT vs DPZ
-30.2%
+184.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -1.4% | -4.4% | +3.1% | -0.3% |
| 3M | +10.1% | +7.6% | +2.4% | +6.4% |
| 6M | +88.2% | -16.9% | +105.2% | +97.9% |
| YTD | +98.3% | -18.6% | +116.9% | +109.4% |
| 1Y | +96.0% | -26.7% | +122.6% | +114.8% |
| 3Y | +145.8% | -9.3% | +155.1% | +136.2% |
| 5Y | +154.6% | -31.0% | +185.7% | +230.5% |
| All | +154.6% | -30.2% | +184.8% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling