-27.5%
DPZ vs CBOE
+179.9%
-207.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | +6.6% | +5.3% | +1.3% | +5.7% |
| 30D | +10.3% | +25.5% | -15.2% | +6.6% |
| 3M | -6.2% | +22.5% | -28.7% | -9.2% |
| 6M | +4.2% | +2.6% | +1.6% | +3.3% |
| YTD | -18.4% | +41.8% | -60.2% | -23.9% |
| 1Y | -14.9% | +40.9% | -55.8% | -20.6% |
| 3Y | -4.6% | +108.7% | -113.4% | -20.1% |
| All | -27.5% | +179.9% | -207.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling