+1,031.0%
CBOE vs DOV
+736.5%
+294.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.1% |
| 30D | +2.7% | -8.6% | +11.3% | +4.9% |
| 3M | +0.7% | -13.1% | +13.9% | +3.7% |
| 6M | -2.0% | -8.8% | +6.8% | -0.6% |
| YTD | +17.1% | -1.2% | +18.4% | +16.2% |
| 1Y | +26.5% | +10.7% | +15.8% | +21.5% |
| 3Y | +96.1% | +39.3% | +56.8% | +71.1% |
| 5Y | +149.3% | +16.4% | +132.9% | +126.4% |
| 10Y | +386.5% | +302.5% | +84.0% | +201.5% |
| All | +1,031.0% | +736.5% | +294.5% | +435.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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