+7.4%
DASH vs CBOE
+149.4%
-142.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -3.6% | -6.9% | -10.0% |
| 30D | +2.2% | +5.1% | -2.9% | +1.2% |
| 3M | +32.3% | +4.6% | +27.7% | +30.5% |
| 6M | +19.1% | -0.3% | +19.4% | +17.4% |
| YTD | -6.5% | +19.8% | -26.3% | -12.1% |
| 1Y | -14.9% | +28.4% | -43.3% | -21.6% |
| 3Y | +151.9% | +104.1% | +47.8% | +77.2% |
| All | +7.4% | +149.4% | -142.0% | -42.3% |
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