+7,607.6%
FTNT vs DPZ
+5,250.7%
+2,356.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -1.0% | -3.5% | +2.6% | +0.2% |
| 30D | -33.6% | +5.7% | -39.3% | -35.1% |
| 3M | -20.9% | -7.5% | -13.4% | -19.4% |
| 6M | +11.0% | +6.2% | +4.8% | +6.8% |
| YTD | +61.3% | -19.8% | +81.1% | +70.3% |
| 1Y | +53.1% | -18.0% | +71.1% | +60.0% |
| 3Y | +152.1% | -8.8% | +160.9% | +146.0% |
| 5Y | +90.1% | -30.2% | +120.3% | +102.6% |
| 10Y | +1,910.4% | +132.0% | +1,778.4% | +1,166.2% |
| All | +7,607.6% | +5,250.7% | +2,356.9% | +1,225.6% |
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