-1.8%
DECK vs CBOE
+105.6%
-107.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -2.2% | -3.6% | +1.4% | -3.0% |
| 30D | -13.6% | +5.1% | -18.7% | -12.4% |
| 3M | -21.2% | +4.6% | -25.9% | -20.1% |
| 6M | -21.1% | -0.3% | -20.8% | -20.4% |
| YTD | -17.2% | +19.8% | -37.0% | -10.0% |
| 1Y | -30.7% | +28.4% | -59.1% | -22.3% |
| All | -1.8% | +105.6% | -107.4% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling