+369.4%
CBOE vs DAR
+375.1%
-5.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -3.7% | +0.9% | -4.6% | -3.8% |
| 30D | +2.0% | +6.4% | -4.5% | +1.0% |
| 3M | -4.2% | +13.2% | -17.5% | -6.1% |
| 6M | +1.2% | +26.2% | -25.0% | -2.4% |
| YTD | +15.4% | +84.4% | -69.0% | +5.4% |
| 1Y | +23.5% | +112.0% | -88.6% | +10.1% |
| 3Y | +93.2% | +13.4% | +79.8% | +86.8% |
| 5Y | +142.0% | -6.0% | +148.0% | +135.3% |
| All | +369.4% | +375.1% | -5.7% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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