MAINT: Use numpy for risk period returns.

Following the lead of the RiskMetricsBatch conversion to use
more pandas and numpy.
Bringing the iterative and batch versions closer together as we
work towards folding them into one.

zipline/finance/risk.py

@@ -591,13 +591,8 @@ algorithm_returns ({algo_count}) in range {start} : {end}"
             )
 
     def calculate_period_returns(self, returns):
-        period_returns = 1.0
-
-        for r in returns:
-            period_returns *= (1.0 + r)
-
-        period_returns -= 1.0
-        return period_returns
+        returns = np.array(returns)
+        return (1. + returns).prod() - 1
 
     def update_current_max(self):
         if len(self.compounded_log_returns) == 0: