+877.2%
DECK vs CBOE
+526.4%
+350.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +5.8% | +5.3% | +0.5% | +4.6% |
| 30D | +7.9% | +25.5% | -17.6% | +2.4% |
| 3M | -11.4% | +22.5% | -33.9% | -15.7% |
| 6M | -16.6% | +2.6% | -19.2% | -17.8% |
| YTD | -16.4% | +41.8% | -58.1% | -24.8% |
| 1Y | +8.6% | +40.9% | -32.2% | -2.2% |
| 3Y | -15.1% | +108.7% | -123.8% | -35.5% |
| 5Y | +22.9% | +181.4% | -158.5% | -19.1% |
| All | +877.2% | +526.4% | +350.8% | +353.2% |
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