+1,145.9%
DELL vs CBOE
+136.7%
+1,009.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.2% | +14.2% | +11.7% |
| 7D | +8.2% | -5.8% | +14.0% | +7.4% |
| 30D | +17.1% | -3.1% | +20.2% | +16.6% |
| 3M | +45.2% | -4.8% | +49.9% | +44.2% |
| 6M | +286.8% | -0.6% | +287.3% | +283.4% |
| YTD | +354.8% | +12.8% | +342.0% | +354.8% |
| 1Y | +358.3% | +19.8% | +338.5% | +359.9% |
| 3Y | +724.9% | +86.9% | +638.0% | +651.6% |
| All | +1,145.9% | +136.7% | +1,009.3% | +913.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling