+139.8%
CBOE vs DVA
+46.8%
+93.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -5.8% | -1.3% | -4.5% | -5.7% |
| 30D | -3.1% | 0.0% | -3.2% | -3.2% |
| 3M | -4.8% | -10.9% | +6.2% | -4.2% |
| 6M | -0.6% | +17.3% | -17.8% | -1.4% |
| YTD | +12.8% | +59.8% | -47.0% | +9.9% |
| 1Y | +19.8% | +36.3% | -16.5% | +17.6% |
| 3Y | +86.9% | +88.6% | -1.7% | +80.2% |
| All | +139.8% | +46.8% | +93.0% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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