+161.0%
DAL vs CBOE
+119.7%
+41.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | 0.0% |
| 7D | -1.1% | +6.3% | -7.4% | +0.1% |
| 30D | +12.8% | +24.9% | -12.1% | +18.0% |
| 3M | -5.3% | +28.5% | -33.7% | -0.1% |
| 6M | +22.4% | +2.9% | +19.5% | +23.4% |
| YTD | +25.6% | +50.7% | -25.1% | +40.9% |
| 1Y | +45.5% | +45.5% | 0.0% | +61.5% |
| 3Y | +161.0% | +116.3% | +44.6% | +229.4% |
| All | +161.0% | +119.7% | +41.3% | +229.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling