+139.8%
CBOE vs DGX
+66.8%
+73.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -5.8% | -0.9% | -4.9% | -5.7% |
| 30D | -3.1% | -1.2% | -2.0% | -3.0% |
| 3M | -4.8% | +15.8% | -20.5% | -7.4% |
| 6M | -0.6% | +18.2% | -18.7% | -3.8% |
| YTD | +12.8% | +37.2% | -24.4% | +5.3% |
| 1Y | +19.8% | +30.4% | -10.6% | +13.0% |
| 3Y | +86.9% | +96.7% | -9.8% | +59.8% |
| All | +139.8% | +66.8% | +73.0% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling