+877.9%
DECK vs CBOE
+1,225.1%
-347.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.3% | +5.7% | +5.9% |
| 7D | +10.4% | +7.7% | +2.6% | +7.9% |
| 30D | +11.1% | +24.4% | -13.3% | +3.8% |
| 3M | -10.8% | +20.0% | -30.8% | -16.1% |
| 6M | -8.7% | +2.4% | -11.1% | -10.8% |
| YTD | -14.0% | +38.5% | -52.6% | -24.6% |
| 1Y | +12.0% | +39.0% | -26.9% | -1.9% |
| 3Y | -10.5% | +109.5% | -119.9% | -35.5% |
| 5Y | +28.5% | +176.5% | -148.1% | -19.1% |
| 10Y | +923.3% | +517.1% | +406.1% | +331.1% |
| All | +877.9% | +1,225.1% | -347.2% | +140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling