+609.2%
DIA vs CBOE
+1,341.0%
-731.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -0.3% |
| 7D | +2.1% | +6.3% | -4.1% | +0.8% |
| 30D | +1.5% | +24.9% | -23.5% | -3.6% |
| 3M | -2.4% | +28.5% | -30.9% | -8.2% |
| 6M | +6.0% | +2.9% | +3.1% | +4.3% |
| YTD | +10.1% | +50.7% | -40.6% | -2.1% |
| 1Y | +11.8% | +45.5% | -33.7% | +0.3% |
| 3Y | +59.7% | +116.3% | -56.6% | +26.4% |
| 5Y | +57.9% | +204.3% | -146.4% | +11.9% |
| 10Y | +236.2% | +526.3% | -290.1% | +91.6% |
| All | +609.2% | +1,341.0% | -731.8% | +201.0% |
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