+1,117.6%
CIEN vs DPZ
+5,339.6%
-4,222.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -5.3% | +3.7% | -8.9% | -6.8% |
| 30D | -40.1% | +8.0% | -48.1% | -42.3% |
| 3M | -34.7% | -4.2% | -30.5% | -34.8% |
| 6M | -50.9% | +4.6% | -55.5% | -53.5% |
| YTD | +15.2% | -18.4% | +33.6% | +19.0% |
| 1Y | +35.2% | -16.8% | +51.9% | +38.3% |
| 3Y | +522.6% | -5.0% | +527.6% | +490.5% |
| 5Y | +344.2% | -27.8% | +372.0% | +358.5% |
| 10Y | +1,188.7% | +121.1% | +1,067.6% | +642.3% |
| All | +1,117.6% | +5,339.6% | -4,222.0% | +35.0% |
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