+417.8%
DG vs CBOE
+1,045.3%
-627.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -3.6% | +12.0% | +9.2% |
| 30D | +4.9% | +5.1% | -0.1% | +3.7% |
| 3M | +29.3% | +4.6% | +24.7% | +27.6% |
| 6M | -11.3% | -0.3% | -11.0% | -12.2% |
| YTD | +1.8% | +19.8% | -18.0% | -3.4% |
| 1Y | +25.3% | +28.4% | -3.0% | +17.1% |
| 3Y | +9.1% | +104.1% | -95.0% | -8.3% |
| 5Y | -34.9% | +150.9% | -185.8% | -48.1% |
| 10Y | +108.2% | +393.5% | -285.3% | +41.1% |
| All | +417.8% | +1,045.3% | -627.5% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling