+397.0%
DG vs CBOE
+1,025.9%
-628.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.7% |
| 7D | -2.5% | -4.6% | +2.2% | -1.5% |
| 30D | +1.0% | +2.6% | -1.6% | +0.4% |
| 3M | +20.3% | +4.9% | +15.4% | +18.6% |
| 6M | -11.7% | -2.2% | -9.6% | -12.3% |
| YTD | -2.3% | +17.7% | -20.1% | -6.9% |
| 1Y | +20.0% | +26.1% | -6.1% | +12.6% |
| 3Y | +7.2% | +97.1% | -89.9% | -9.2% |
| 5Y | -37.9% | +149.2% | -187.1% | -50.4% |
| 10Y | +107.3% | +385.1% | -277.8% | +41.0% |
| All | +397.0% | +1,025.9% | -628.9% | +165.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling