+566.8%
CIEN vs DPZ
-7.0%
+573.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -15.2% | -2.5% | -12.6% | -15.0% |
| 30D | -21.5% | -7.0% | -14.5% | -21.0% |
| 3M | -40.1% | +11.6% | -51.7% | -41.3% |
| 6M | -6.6% | -15.2% | +8.6% | -2.2% |
| YTD | +37.3% | -17.2% | +54.5% | +44.6% |
| 1Y | +174.5% | -24.8% | +199.4% | +198.5% |
| All | +566.8% | -7.0% | +573.8% | +555.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling