+62.1%
DAL vs CBOE
+39.5%
+22.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.2% |
| 7D | +11.1% | +7.7% | +3.3% | +12.0% |
| 30D | +7.7% | +24.4% | -16.7% | +10.2% |
| 3M | -3.5% | +20.0% | -23.6% | -1.3% |
| 6M | +31.3% | +2.4% | +29.0% | +33.8% |
| YTD | +30.0% | +38.5% | -8.6% | +34.6% |
| 1Y | +62.1% | +39.0% | +23.1% | +67.0% |
| All | +62.1% | +39.5% | +22.6% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling