+358.9%
CBOE vs DD
+66.6%
+292.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -5.8% | -3.5% | -2.3% | -5.3% |
| 30D | -3.1% | -11.7% | +8.5% | -1.4% |
| 3M | -4.8% | -9.2% | +4.5% | -3.6% |
| 6M | -0.6% | -7.2% | +6.6% | +0.1% |
| YTD | +12.8% | +6.6% | +6.2% | +10.7% |
| 1Y | +19.8% | +32.0% | -12.2% | +13.3% |
| 3Y | +86.9% | +42.1% | +44.8% | +70.8% |
| 5Y | +136.5% | +58.1% | +78.5% | +107.3% |
| All | +358.9% | +66.6% | +292.3% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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