+1,056.2%
CBOE vs DAR
+722.1%
+334.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -3.6% | +1.4% | -5.0% | -3.8% |
| 30D | +5.1% | +12.8% | -7.7% | +3.1% |
| 3M | +4.6% | +7.4% | -2.8% | +3.3% |
| 6M | -0.3% | +22.3% | -22.5% | -3.5% |
| YTD | +19.8% | +81.1% | -61.3% | +9.4% |
| 1Y | +28.4% | +106.5% | -78.1% | +14.5% |
| 3Y | +104.1% | +5.3% | +98.8% | +97.7% |
| 5Y | +150.9% | -11.5% | +162.5% | +144.2% |
| 10Y | +393.5% | +353.3% | +40.2% | +234.7% |
| All | +1,056.2% | +722.1% | +334.2% | +593.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling