+132.0%
DPZ vs CBOE
+520.8%
-388.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -3.5% | +6.9% | -10.5% | -4.8% |
| 30D | +5.7% | +24.1% | -18.5% | +1.5% |
| 3M | -7.5% | +30.9% | -38.4% | -12.2% |
| 6M | +6.2% | +5.9% | +0.4% | +4.3% |
| YTD | -19.8% | +48.2% | -68.0% | -26.6% |
| 1Y | -18.0% | +43.5% | -61.4% | -24.4% |
| 3Y | -8.8% | +117.0% | -125.8% | -24.1% |
| 5Y | -30.2% | +203.4% | -233.6% | -47.1% |
| 10Y | +132.0% | +515.9% | -383.9% | +70.6% |
| All | +132.0% | +520.8% | -388.8% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling