-14.5%
DPZ vs CBOE
+39.5%
-53.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.3% | +5.2% | +5.4% |
| 7D | +10.1% | +7.7% | +2.4% | +9.2% |
| 30D | +14.6% | +24.4% | -9.8% | +12.2% |
| 3M | -6.8% | +20.0% | -26.8% | -8.6% |
| 6M | +4.4% | +2.4% | +2.0% | +2.9% |
| YTD | -16.8% | +38.5% | -55.4% | -20.0% |
| 1Y | -14.5% | +39.0% | -53.4% | -17.6% |
| All | -14.5% | +39.5% | -53.9% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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