-100.0%
DFNS vs CBOE
+335.1%
-435.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.8% | -7.3% | -5.8% |
| 7D | -6.0% | +6.3% | -12.2% | -7.0% |
| 30D | -71.2% | +24.9% | -96.1% | -72.6% |
| 3M | -94.5% | +28.5% | -123.0% | -94.9% |
| 6M | -96.5% | +2.9% | -99.4% | -96.6% |
| YTD | -99.6% | +50.7% | -150.3% | -99.7% |
| 1Y | -99.7% | +45.5% | -145.2% | -99.7% |
| 3Y | -100.0% | +116.3% | -216.3% | -100.0% |
| 5Y | -100.0% | +204.3% | -304.3% | -100.0% |
| All | -100.0% | +335.1% | -435.1% | -100.0% |
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