+94.1%
CBOE vs DRI
+54.1%
+40.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -0.8% | -4.8% | +4.1% | -0.7% |
| 30D | +2.7% | -3.9% | +6.6% | +2.7% |
| 3M | +0.7% | +5.1% | -4.4% | +0.7% |
| 6M | -2.0% | +5.5% | -7.5% | -2.0% |
| YTD | +17.1% | +16.5% | +0.7% | +17.5% |
| 1Y | +26.5% | +2.0% | +24.5% | +26.5% |
| All | +94.1% | +54.1% | +40.0% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling