+142.0%
CBOE vs DD
+57.4%
+84.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -3.7% | -2.9% | -0.8% | -3.6% |
| 30D | +2.0% | -11.5% | +13.5% | +2.5% |
| 3M | -4.2% | -5.4% | +1.2% | -4.1% |
| 6M | +1.2% | -6.9% | +8.1% | +1.4% |
| YTD | +15.4% | +6.9% | +8.5% | +14.4% |
| 1Y | +23.5% | +35.6% | -12.1% | +20.5% |
| 3Y | +93.2% | +42.5% | +50.6% | +85.5% |
| 5Y | +142.0% | +58.5% | +83.5% | +124.8% |
| All | +142.0% | +57.4% | +84.6% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling