+139.8%
CBOE vs DKS
+13.6%
+126.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.3% |
| 7D | -5.8% | -3.0% | -2.9% | -5.8% |
| 30D | -3.1% | -33.4% | +30.2% | -2.9% |
| 3M | -4.8% | -39.4% | +34.6% | -4.4% |
| 6M | -0.6% | -30.1% | +29.5% | -0.4% |
| YTD | +12.8% | -31.0% | +43.8% | +12.9% |
| 1Y | +19.8% | -40.2% | +59.9% | +20.2% |
| 3Y | +86.9% | +30.9% | +56.0% | +73.6% |
| All | +139.8% | +13.6% | +126.2% | +116.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling