+92.2%
DASH vs CBOE
+115.8%
-23.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -4.1% | +4.5% | -8.6% | -3.8% |
| 30D | -10.6% | +26.2% | -36.8% | -9.4% |
| 3M | -18.8% | +27.1% | -45.9% | -17.7% |
| 6M | +11.2% | +4.2% | +7.0% | +10.8% |
| YTD | -23.8% | +48.0% | -71.8% | -21.2% |
| 1Y | -12.2% | +42.4% | -54.6% | -9.7% |
| All | +92.2% | +115.8% | -23.6% | +105.1% |
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