+57.9%
DIA vs CBOE
+202.6%
-144.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | 0.0% |
| 7D | +2.1% | +6.3% | -4.1% | +1.8% |
| 30D | +1.5% | +24.9% | -23.5% | +0.1% |
| 3M | -2.4% | +28.5% | -30.9% | -4.0% |
| 6M | +6.0% | +2.9% | +3.1% | +6.5% |
| YTD | +10.1% | +50.7% | -40.6% | +5.1% |
| 1Y | +11.8% | +45.5% | -33.7% | +7.3% |
| 3Y | +59.7% | +116.3% | -56.6% | +39.5% |
| All | +57.9% | +202.6% | -144.7% | +19.9% |
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