+247.6%
DIA vs CBOE
+368.5%
-120.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | -1.6% | -5.8% | +4.3% | -0.3% |
| 30D | -2.0% | -3.1% | +1.1% | -1.5% |
| 3M | +3.6% | -4.8% | +8.4% | +4.1% |
| 6M | +11.5% | -0.6% | +12.1% | +9.8% |
| YTD | +10.4% | +12.8% | -2.4% | +4.8% |
| 1Y | +15.6% | +19.8% | -4.2% | +7.7% |
| 3Y | +58.9% | +86.9% | -28.1% | +26.5% |
| 5Y | +65.3% | +136.5% | -71.2% | +20.0% |
| All | +247.6% | +368.5% | -120.9% | +109.2% |
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