+39.0%
CBOE vs DRI
+34.0%
+5.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.3% |
| 7D | +7.7% | +6.5% | +1.2% | +7.0% |
| 30D | +24.4% | +16.4% | +8.0% | +22.3% |
| 3M | +20.0% | +13.6% | +6.4% | +18.6% |
| 6M | +2.4% | +22.0% | -19.7% | +0.7% |
| YTD | +38.5% | +29.3% | +9.2% | +37.5% |
| 1Y | +39.0% | +32.0% | +6.9% | +37.9% |
| All | +39.0% | +34.0% | +5.0% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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