+629.0%
DAL vs CBOE
+1,256.0%
-627.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +8.8% | +5.3% | +3.5% | +7.2% |
| 30D | +5.4% | +25.5% | -20.1% | -1.7% |
| 3M | -4.9% | +22.5% | -27.4% | -11.1% |
| 6M | +19.8% | +2.6% | +17.2% | +16.9% |
| YTD | +27.0% | +41.8% | -14.8% | +10.5% |
| 1Y | +52.5% | +40.9% | +11.6% | +32.8% |
| 3Y | +173.8% | +108.7% | +65.1% | +98.7% |
| 5Y | +104.5% | +181.4% | -76.9% | +29.4% |
| 10Y | +129.7% | +531.6% | -401.8% | -0.1% |
| All | +629.0% | +1,256.0% | -627.0% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling