-37.9%
DG vs CBOE
+148.7%
-186.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -4.8% | -0.8% | -4.1% | -4.6% |
| 30D | +1.8% | +2.7% | -0.9% | +1.0% |
| 3M | +14.5% | +0.7% | +13.8% | +13.9% |
| 6M | -13.6% | -2.0% | -11.6% | -14.3% |
| YTD | -4.8% | +17.1% | -22.0% | -10.7% |
| 1Y | +21.6% | +26.5% | -4.9% | +11.4% |
| 3Y | +4.5% | +96.1% | -91.7% | -16.4% |
| All | -37.9% | +148.7% | -186.6% | -56.1% |
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