+1,014.0%
CBOE vs DGX
+486.0%
+528.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -3.7% | -3.5% | -0.2% | -2.9% |
| 30D | +2.0% | -2.7% | +4.6% | +2.6% |
| 3M | -4.2% | +13.9% | -18.1% | -7.5% |
| 6M | +1.2% | +16.0% | -14.8% | -2.9% |
| YTD | +15.4% | +34.9% | -19.6% | +6.1% |
| 1Y | +23.5% | +30.6% | -7.1% | +14.4% |
| 3Y | +93.2% | +93.0% | +0.2% | +59.9% |
| 5Y | +142.0% | +64.4% | +77.5% | +106.7% |
| 10Y | +379.2% | +248.1% | +131.1% | +227.4% |
| All | +1,014.0% | +486.0% | +528.0% | +547.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling