+154.5%
DPZ vs CBOE
+396.1%
-241.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -3.6% | +1.1% | -2.0% |
| 30D | -7.0% | +5.1% | -12.0% | -7.9% |
| 3M | +11.6% | +4.6% | +7.0% | +10.1% |
| 6M | -15.2% | -0.3% | -14.9% | -16.0% |
| YTD | -17.2% | +19.8% | -37.0% | -21.0% |
| 1Y | -24.8% | +28.4% | -53.2% | -29.4% |
| 3Y | -8.7% | +104.1% | -112.8% | -23.6% |
| 5Y | -28.9% | +150.9% | -179.8% | -44.0% |
| All | +154.5% | +396.1% | -241.6% | +86.4% |
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