+1,014.0%
CBOE vs DTE
+500.6%
+513.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | -3.7% | -2.0% | -1.7% | -3.0% |
| 30D | +2.0% | -2.4% | +4.4% | +2.9% |
| 3M | -4.2% | -7.3% | +3.1% | -1.7% |
| 6M | +1.2% | -7.6% | +8.8% | +3.6% |
| YTD | +15.4% | +5.8% | +9.6% | +12.1% |
| 1Y | +23.5% | +2.3% | +21.2% | +21.4% |
| 3Y | +93.2% | +45.0% | +48.2% | +64.3% |
| 5Y | +142.0% | +33.2% | +108.7% | +109.8% |
| 10Y | +379.2% | +141.4% | +237.8% | +214.7% |
| All | +1,014.0% | +500.6% | +513.4% | +334.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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