+186.8%
CIEN vs DPZ
-26.3%
+213.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +5.5% |
| 7D | -5.3% | -1.5% | -3.8% | -5.9% |
| 30D | -17.2% | -4.4% | -12.8% | -18.6% |
| 3M | -26.9% | +7.6% | -34.5% | -23.0% |
| 6M | +16.0% | -16.9% | +33.0% | +18.7% |
| YTD | +45.9% | -18.6% | +64.6% | +49.5% |
| 1Y | +186.8% | -26.7% | +213.5% | +200.6% |
| All | +186.8% | -26.3% | +213.1% | +200.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling