+781.3%
DECK vs CBOE
+520.8%
+260.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -0.8% | +6.9% | -7.8% | -2.3% |
| 30D | +4.9% | +24.1% | -19.3% | -0.2% |
| 3M | -5.8% | +30.9% | -36.8% | -11.7% |
| 6M | -8.6% | +5.9% | -14.4% | -10.4% |
| YTD | -14.7% | +48.2% | -62.9% | -24.0% |
| 1Y | +6.9% | +43.5% | -36.6% | -3.9% |
| 3Y | -16.2% | +117.0% | -133.2% | -36.6% |
| 5Y | +25.3% | +203.4% | -178.1% | -19.0% |
| 10Y | +781.3% | +515.9% | +265.4% | +362.6% |
| All | +781.3% | +520.8% | +260.5% | +362.6% |
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