+105.8%
DAL vs CBOE
+149.4%
-43.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -3.6% | +3.7% | +0.2% |
| 30D | -13.9% | +5.1% | -19.0% | -14.0% |
| 3M | +1.1% | +4.6% | -3.5% | +1.0% |
| 6M | +26.2% | -0.3% | +26.5% | +26.2% |
| YTD | +16.4% | +19.8% | -3.3% | +15.0% |
| 1Y | +33.9% | +28.4% | +5.5% | +31.4% |
| 3Y | +93.4% | +104.1% | -10.7% | +62.6% |
| All | +105.8% | +149.4% | -43.6% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling