+19.8%
CBOE vs DKS
-39.2%
+59.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.2% |
| 7D | -5.8% | -3.0% | -2.9% | -5.9% |
| 30D | -3.1% | -33.4% | +30.2% | -4.5% |
| 3M | -4.8% | -39.4% | +34.6% | -6.2% |
| 6M | -0.6% | -30.1% | +29.5% | -1.4% |
| YTD | +12.8% | -31.0% | +43.8% | +11.7% |
| 1Y | +19.8% | -40.2% | +59.9% | +17.9% |
| All | +19.8% | -39.2% | +59.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling