+1,146.8%
CIEN vs DPZ
+140.2%
+1,006.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.5% | -7.1% | -5.0% |
| 7D | +15.3% | +2.2% | +13.0% | +14.7% |
| 30D | -22.0% | +15.5% | -37.5% | -24.5% |
| 3M | -36.6% | -2.0% | -34.6% | -36.8% |
| 6M | -51.5% | +12.1% | -63.6% | -53.6% |
| YTD | +20.0% | -16.6% | +36.5% | +23.1% |
| 1Y | +44.5% | -14.6% | +59.0% | +47.2% |
| 3Y | +539.0% | -4.1% | +543.2% | +523.2% |
| 5Y | +356.8% | -28.3% | +385.1% | +369.6% |
| All | +1,146.8% | +140.2% | +1,006.6% | +965.9% |
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 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