+1,460.5%
CIEN vs DPZ
+143.2%
+1,317.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.1% |
| 7D | -4.6% | -7.3% | +2.7% | -3.1% |
| 30D | -12.8% | -7.6% | -5.2% | -11.6% |
| 3M | -23.1% | +1.8% | -24.9% | -24.4% |
| 6M | +6.1% | -21.8% | +27.9% | +11.1% |
| YTD | +44.5% | -22.0% | +66.5% | +51.2% |
| 1Y | +176.6% | -28.6% | +205.2% | +195.7% |
| 3Y | +601.0% | -13.1% | +614.0% | +601.7% |
| 5Y | +509.1% | -33.2% | +542.3% | +538.0% |
| 10Y | +1,460.5% | +147.0% | +1,313.5% | +1,128.4% |
| All | +1,460.5% | +143.2% | +1,317.3% | +1,128.4% |
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