+888.8%
DECK vs CBOE
+526.1%
+362.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -2.0% |
| 7D | +6.0% | +12.4% | -6.3% | +3.3% |
| 30D | +7.4% | +26.9% | -19.5% | +1.7% |
| 3M | -11.7% | +24.3% | -36.0% | -16.2% |
| 6M | -11.0% | +3.1% | -14.1% | -12.4% |
| YTD | -15.4% | +41.7% | -57.1% | -23.9% |
| 1Y | +7.2% | +41.5% | -34.2% | -3.6% |
| 3Y | -11.8% | +114.2% | -126.1% | -33.7% |
| 5Y | +24.3% | +181.3% | -156.9% | -18.1% |
| All | +888.8% | +526.1% | +362.7% | +358.6% |
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