+40.3%
CIEN vs DPZ
-16.8%
+57.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | +0.2% |
| 7D | +27.4% | -2.5% | +29.8% | +25.6% |
| 30D | -26.6% | +12.5% | -39.1% | -20.9% |
| 3M | -32.0% | -5.2% | -26.7% | -32.2% |
| 6M | -49.1% | +8.8% | -57.8% | -45.3% |
| YTD | +25.7% | -18.7% | +44.4% | +34.7% |
| 1Y | +40.3% | -15.7% | +56.0% | +49.7% |
| All | +40.3% | -16.8% | +57.1% | +49.7% |
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