+126.4%
DAL vs CBOE
+385.3%
-258.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +3.4% | -4.6% | +8.0% | +4.5% |
| 30D | -13.6% | +2.6% | -16.2% | -14.2% |
| 3M | +1.2% | +4.9% | -3.7% | -0.9% |
| 6M | +34.5% | -2.2% | +36.7% | +33.0% |
| YTD | +14.7% | +17.7% | -3.1% | +7.2% |
| 1Y | +29.2% | +26.1% | +3.2% | +17.9% |
| 3Y | +100.0% | +97.1% | +2.9% | +49.2% |
| 5Y | +106.3% | +149.2% | -42.9% | +37.3% |
| 10Y | +126.4% | +385.1% | -258.7% | +9.3% |
| All | +126.4% | +385.3% | -258.9% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling