+614.1%
DIA vs CBOE
+1,025.9%
-411.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | -2.1% | +2.6% | -4.7% | -2.8% |
| 3M | +4.2% | +4.9% | -0.8% | +2.2% |
| 6M | +11.9% | -2.2% | +14.0% | +10.8% |
| YTD | +10.8% | +17.7% | -6.9% | +4.5% |
| 1Y | +17.5% | +26.1% | -8.6% | +8.7% |
| 3Y | +59.9% | +97.1% | -37.2% | +28.2% |
| 5Y | +64.1% | +149.2% | -85.0% | +21.6% |
| 10Y | +246.2% | +385.1% | -138.9% | +109.4% |
| All | +614.1% | +1,025.9% | -411.9% | +221.3% |
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