+1,031.0%
CBOE vs DKS
+551.4%
+479.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -0.8% | -2.9% | +2.1% | -0.5% |
| 30D | +2.7% | -37.7% | +40.4% | +6.8% |
| 3M | +0.7% | -38.9% | +39.6% | +4.8% |
| 6M | -2.0% | -31.1% | +29.1% | +0.6% |
| YTD | +17.1% | -31.8% | +49.0% | +20.1% |
| 1Y | +26.5% | -38.0% | +64.5% | +30.7% |
| 3Y | +96.1% | +28.6% | +67.5% | +78.5% |
| 5Y | +149.3% | +12.5% | +136.8% | +123.7% |
| 10Y | +386.5% | +198.3% | +188.2% | +246.9% |
| All | +1,031.0% | +551.4% | +479.6% | +530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling