-17.2%
DASH vs CBOE
+39.5%
-56.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.1% | +8.3% |
| 7D | +17.2% | +7.7% | +9.4% | +17.1% |
| 30D | +3.6% | +24.4% | -20.9% | +3.1% |
| 3M | -1.9% | +20.0% | -21.9% | -2.3% |
| 6M | +15.1% | +2.4% | +12.7% | +14.2% |
| YTD | -12.3% | +38.5% | -50.9% | -15.2% |
| 1Y | -17.2% | +39.0% | -56.2% | -19.7% |
| All | -17.2% | +39.5% | -56.7% | -19.7% |
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 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