+4,770.1%
DELL vs CBOE
+396.2%
+4,373.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | +25.6% | -4.6% | +30.3% | +26.4% |
| 30D | +17.7% | +2.6% | +15.0% | +17.0% |
| 3M | +33.4% | +4.9% | +28.5% | +31.1% |
| 6M | +266.2% | -2.2% | +268.4% | +261.1% |
| YTD | +328.0% | +17.7% | +310.3% | +304.8% |
| 1Y | +339.6% | +26.1% | +313.5% | +308.8% |
| 3Y | +694.6% | +97.1% | +597.5% | +521.6% |
| 5Y | +1,122.0% | +149.2% | +972.8% | +765.1% |
| 10Y | +4,062.5% | +385.1% | +3,677.4% | +2,450.3% |
| All | +4,770.1% | +396.2% | +4,373.9% | +2,869.2% |
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 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