+204.2%
CBOE vs DD
+67.2%
+137.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.8% |
| 7D | +6.3% | +5.0% | +1.3% | +6.1% |
| 30D | +24.9% | +19.7% | +5.3% | +24.2% |
| 3M | +28.5% | +7.2% | +21.3% | +28.2% |
| 6M | +2.9% | +1.0% | +1.8% | +3.0% |
| YTD | +50.7% | +29.1% | +21.6% | +48.5% |
| 1Y | +45.5% | +28.5% | +17.0% | +43.4% |
| 3Y | +116.3% | +89.4% | +26.9% | +102.5% |
| All | +204.2% | +67.2% | +137.0% | +183.7% |
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