-99.9%
DFNS vs CBOE
+233.2%
-333.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | -3.3% | -3.7% | +0.3% | -2.5% |
| 30D | -73.1% | +2.0% | -75.1% | -73.5% |
| 3M | -71.4% | -4.2% | -67.1% | -72.6% |
| 6M | -93.8% | +1.2% | -95.0% | -94.3% |
| YTD | -98.0% | +15.4% | -113.4% | -98.3% |
| 1Y | -98.2% | +23.5% | -121.7% | -98.4% |
| 3Y | -99.9% | +93.2% | -193.1% | -99.9% |
| 5Y | -99.9% | +142.0% | -241.8% | -99.9% |
| All | -99.9% | +233.2% | -333.0% | -99.9% |
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 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