+1,447.2%
DE vs CBOE
+1,020.3%
+426.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -3.0% | -0.8% | -2.3% | -2.8% |
| 30D | +11.1% | +2.7% | +8.5% | +10.3% |
| 3M | +17.6% | +0.7% | +16.9% | +16.4% |
| 6M | +13.6% | -2.0% | +15.6% | +12.1% |
| YTD | +46.3% | +17.1% | +29.1% | +36.8% |
| 1Y | +44.2% | +26.5% | +17.7% | +31.5% |
| 3Y | +76.6% | +96.1% | -19.5% | +37.6% |
| 5Y | +98.2% | +149.3% | -51.1% | +40.9% |
| 10Y | +863.5% | +386.5% | +477.0% | +437.5% |
| All | +1,447.2% | +1,020.3% | +426.9% | +471.8% |
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