+149.3%
CBOE vs DRI
+68.4%
+80.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -0.8% | -4.8% | +4.1% | -0.2% |
| 30D | +2.7% | -3.9% | +6.6% | +3.1% |
| 3M | +0.7% | +5.1% | -4.4% | 0.0% |
| 6M | -2.0% | +5.5% | -7.5% | -2.8% |
| YTD | +17.1% | +16.5% | +0.7% | +14.9% |
| 1Y | +26.5% | +2.0% | +24.5% | +25.9% |
| 3Y | +96.1% | +54.5% | +41.6% | +81.2% |
| 5Y | +149.3% | +66.6% | +82.7% | +122.2% |
| All | +149.3% | +68.4% | +80.9% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling