+130.9%
DPZ vs CBOE
+521.7%
-390.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.9% |
| 7D | +2.2% | +6.0% | -3.8% | +1.1% |
| 30D | +6.7% | +19.9% | -13.2% | +3.1% |
| 3M | -4.5% | +28.4% | -32.9% | -9.1% |
| 6M | +3.3% | +5.2% | -1.9% | +1.6% |
| YTD | -19.4% | +46.4% | -65.8% | -26.1% |
| 1Y | -17.3% | +41.8% | -59.1% | -23.6% |
| 3Y | -8.4% | +114.4% | -122.8% | -23.6% |
| 5Y | -28.2% | +202.9% | -231.1% | -45.6% |
| 10Y | +130.9% | +511.3% | -380.4% | +71.5% |
| All | +130.9% | +521.7% | -390.8% | +71.5% |
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