+1,056.2%
CBOE vs DD
+328.4%
+727.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -3.0% |
| 30D | +5.1% | -10.3% | +15.4% | +7.0% |
| 3M | +4.6% | -7.5% | +12.1% | +5.8% |
| 6M | -0.3% | -8.0% | +7.7% | +0.7% |
| YTD | +19.8% | +10.5% | +9.3% | +16.5% |
| 1Y | +28.4% | +38.3% | -9.9% | +19.3% |
| 3Y | +104.1% | +42.5% | +61.6% | +84.4% |
| 5Y | +150.9% | +60.2% | +90.7% | +117.0% |
| 10Y | +393.5% | +68.9% | +324.6% | +287.5% |
| All | +1,056.2% | +328.4% | +727.9% | +566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling