+3,250.5%
DPZ vs CBOE
+1,255.2%
+1,995.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.2% |
| 7D | +9.5% | +12.4% | -2.9% | +6.8% |
| 30D | +12.8% | +26.9% | -14.1% | +7.1% |
| 3M | -6.2% | +24.3% | -30.6% | -10.8% |
| 6M | +4.3% | +3.1% | +1.1% | +2.5% |
| YTD | -16.6% | +41.7% | -58.3% | -23.9% |
| 1Y | -12.8% | +41.5% | -54.3% | -20.4% |
| 3Y | -0.8% | +114.2% | -115.1% | -19.2% |
| 5Y | -25.8% | +181.3% | -207.1% | -44.1% |
| 10Y | +130.9% | +531.2% | -400.3% | +35.1% |
| All | +3,250.5% | +1,255.2% | +1,995.3% | +1,383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling