+741.1%
DECK vs CBOE
+395.2%
+346.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | -3.6% | +1.4% | -1.4% |
| 30D | -13.6% | +5.1% | -18.7% | -14.7% |
| 3M | -21.2% | +4.6% | -25.9% | -22.5% |
| 6M | -21.1% | -0.3% | -20.8% | -22.2% |
| YTD | -17.2% | +19.8% | -37.0% | -22.6% |
| 1Y | -30.7% | +28.4% | -59.1% | -36.8% |
| 3Y | -3.4% | +104.1% | -107.5% | -28.7% |
| 5Y | +25.5% | +150.9% | -125.4% | -16.6% |
| All | +741.1% | +395.2% | +346.0% | +261.2% |
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