+1,000.3%
CIEN vs DPZ
+5,341.2%
-4,340.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.6% | +6.2% |
| 7D | -24.1% | +6.6% | -30.7% | -26.2% |
| 30D | -45.5% | +10.3% | -55.8% | -47.9% |
| 3M | -39.7% | -6.2% | -33.6% | -39.3% |
| 6M | -57.8% | +4.2% | -62.0% | -60.0% |
| YTD | +4.1% | -18.4% | +22.5% | +7.5% |
| 1Y | +20.8% | -14.9% | +35.7% | +22.5% |
| 3Y | +463.1% | -4.6% | +467.8% | +433.2% |
| 5Y | +302.3% | -27.4% | +329.7% | +314.3% |
| 10Y | +1,164.4% | +125.9% | +1,038.5% | +621.2% |
| All | +1,000.3% | +5,341.2% | -4,340.9% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling