+11.7%
DASH vs CBOE
+249.2%
-237.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -3.6% | -6.9% | -10.1% |
| 30D | +2.2% | +5.1% | -2.9% | +1.3% |
| 3M | +32.3% | +4.6% | +27.7% | +30.7% |
| 6M | +19.1% | -0.3% | +19.4% | +17.7% |
| YTD | -6.5% | +19.8% | -26.3% | -11.0% |
| 1Y | -14.9% | +28.4% | -43.3% | -20.3% |
| 3Y | +151.9% | +104.1% | +47.8% | +96.2% |
| 5Y | +9.4% | +150.9% | -141.5% | -26.1% |
| All | +11.7% | +249.2% | -237.5% | -28.7% |
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 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