+1,354.8%
CBOE vs DRI
+883.4%
+471.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +6.3% | +1.1% | +5.2% | +6.0% |
| 30D | +24.9% | +9.7% | +15.2% | +22.6% |
| 3M | +28.5% | +3.2% | +25.3% | +27.4% |
| 6M | +2.9% | +20.6% | -17.7% | -1.2% |
| YTD | +50.7% | +28.3% | +22.4% | +42.4% |
| 1Y | +45.5% | +34.5% | +10.9% | +36.0% |
| 3Y | +116.3% | +66.5% | +49.8% | +89.5% |
| 5Y | +204.3% | +79.6% | +124.7% | +158.5% |
| 10Y | +526.3% | +333.8% | +192.5% | +292.1% |
| All | +1,354.8% | +883.4% | +471.4% | +589.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling