+98.2%
DG vs CBOE
+368.5%
-270.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.8% |
| 7D | -6.5% | -5.8% | -0.7% | -5.2% |
| 30D | +4.2% | -3.1% | +7.3% | +4.8% |
| 3M | +9.5% | -4.8% | +14.3% | +10.3% |
| 6M | -13.1% | -0.6% | -12.6% | -14.1% |
| YTD | -4.8% | +12.8% | -17.6% | -9.0% |
| 1Y | +20.6% | +19.8% | +0.8% | +13.6% |
| 3Y | +4.9% | +86.9% | -82.0% | -11.6% |
| 5Y | -37.9% | +136.5% | -174.4% | -51.1% |
| All | +98.2% | +368.5% | -270.3% | +19.3% |
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