+111.1%
DINO vs CBOE
+29.2%
+81.9%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.7% | -3.6% | +9.3% | +5.8% |
| 30D | +27.8% | +5.1% | +22.7% | +27.5% |
| 3M | +45.6% | +4.6% | +41.0% | +45.8% |
| 6M | +88.5% | -0.3% | +88.7% | +88.9% |
| YTD | +134.1% | +19.8% | +114.4% | +132.6% |
| 1Y | +111.1% | +28.4% | +82.8% | +111.9% |
| All | +111.1% | +29.2% | +81.9% | +111.9% |
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 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