-8.2%
DPZ vs CBOE
+103.4%
-111.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | -3.6% | +1.1% | -2.5% |
| 30D | -7.0% | +5.1% | -12.0% | -7.1% |
| 3M | +11.6% | +4.6% | +7.0% | +11.2% |
| 6M | -15.2% | -0.3% | -14.9% | -15.8% |
| YTD | -17.2% | +19.8% | -37.0% | -17.6% |
| 1Y | -24.8% | +28.4% | -53.2% | -25.1% |
| All | -8.2% | +103.4% | -111.6% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling