+9,303.7%
FTNT vs DPZ
+5,419.8%
+3,884.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -5.8% | -2.5% | -3.3% | -5.1% |
| 30D | -4.8% | -7.0% | +2.2% | -2.7% |
| 3M | +4.4% | +11.6% | -7.2% | -0.7% |
| 6M | +88.8% | -15.2% | +104.0% | +96.9% |
| YTD | +96.8% | -17.2% | +114.1% | +106.5% |
| 1Y | +104.5% | -24.8% | +129.3% | +121.6% |
| 3Y | +156.8% | -8.7% | +165.4% | +150.8% |
| 5Y | +144.1% | -28.9% | +173.0% | +159.4% |
| 10Y | +2,021.8% | +153.6% | +1,868.1% | +1,194.3% |
| All | +9,303.7% | +5,419.8% | +3,884.0% | +1,507.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling