+851.5%
DE vs CBOE
+368.5%
+483.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -2.6% | -5.8% | +3.2% | -1.2% |
| 30D | +9.0% | -3.1% | +12.2% | +9.7% |
| 3M | +19.1% | -4.8% | +23.9% | +19.8% |
| 6M | +14.4% | -0.6% | +14.9% | +12.3% |
| YTD | +45.9% | +12.8% | +33.2% | +37.8% |
| 1Y | +43.6% | +19.8% | +23.8% | +32.8% |
| 3Y | +75.9% | +86.9% | -11.1% | +37.3% |
| 5Y | +98.8% | +136.5% | -37.8% | +40.3% |
| All | +851.5% | +368.5% | +483.0% | +452.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling