-28.9%
DPZ vs CBOE
+202.6%
-231.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.8% | +2.3% |
| 7D | +2.2% | +6.3% | -4.0% | +1.3% |
| 30D | +15.5% | +24.9% | -9.5% | +11.7% |
| 3M | -2.0% | +28.5% | -30.5% | -5.8% |
| 6M | +12.1% | +2.9% | +9.3% | +11.2% |
| YTD | -16.6% | +50.7% | -67.3% | -22.9% |
| 1Y | -14.6% | +45.5% | -60.1% | -20.5% |
| 3Y | -4.1% | +116.3% | -120.5% | -19.5% |
| All | -28.9% | +202.6% | -231.5% | -49.4% |
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