+3.3%
DHR vs CBOE
+20.5%
-17.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.3% |
| 7D | -3.6% | -5.8% | +2.2% | -3.9% |
| 30D | -2.7% | -3.1% | +0.4% | -2.9% |
| 3M | +10.9% | -4.8% | +15.7% | +10.4% |
| 6M | +3.0% | -0.6% | +3.6% | +3.6% |
| YTD | -12.2% | +12.8% | -25.0% | -7.0% |
| 1Y | +3.3% | +19.8% | -16.5% | +14.8% |
| All | +3.3% | +20.5% | -17.2% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling