-100.0%
DFNS vs CBOE
+201.6%
-301.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.1% | -19.3% | -19.3% |
| 7D | -12.7% | +4.5% | -17.1% | -13.5% |
| 30D | -65.2% | +26.2% | -91.4% | -67.5% |
| 3M | -94.6% | +27.1% | -121.7% | -95.0% |
| 6M | -96.2% | +4.2% | -100.4% | -96.4% |
| YTD | -99.6% | +48.0% | -147.7% | -99.7% |
| 1Y | -99.7% | +42.4% | -142.1% | -99.8% |
| 3Y | -100.0% | +116.8% | -216.8% | -100.0% |
| 5Y | -100.0% | +199.0% | -299.0% | -100.0% |
| All | -100.0% | +201.6% | -301.6% | -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 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