+192.6%
CBOE vs DBX
+16.6%
+176.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.4% |
| 7D | -4.6% | -1.3% | -3.3% | -4.5% |
| 30D | +2.6% | -2.9% | +5.5% | +2.9% |
| 3M | +4.9% | +23.8% | -18.9% | +2.6% |
| 6M | -2.2% | +26.2% | -28.4% | -4.9% |
| YTD | +17.7% | +21.6% | -3.9% | +14.8% |
| 1Y | +26.1% | +11.4% | +14.6% | +23.9% |
| 3Y | +97.1% | +21.3% | +75.8% | +89.1% |
| 5Y | +149.2% | +6.7% | +142.5% | +138.2% |
| All | +192.6% | +16.6% | +176.0% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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