+358.9%
CBOE vs DGX
+255.3%
+103.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | -5.8% | -0.9% | -4.9% | -5.6% |
| 30D | -3.1% | -1.2% | -2.0% | -2.9% |
| 3M | -4.8% | +15.8% | -20.5% | -8.7% |
| 6M | -0.6% | +18.2% | -18.7% | -5.4% |
| YTD | +12.8% | +37.2% | -24.4% | +2.4% |
| 1Y | +19.8% | +30.4% | -10.6% | +10.2% |
| 3Y | +86.9% | +96.7% | -9.8% | +50.2% |
| 5Y | +136.5% | +67.2% | +69.4% | +97.2% |
| All | +358.9% | +255.3% | +103.5% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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