+475.0%
DINO vs CBOE
+368.5%
+106.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.7% |
| 7D | +2.3% | -5.8% | +8.1% | +3.9% |
| 30D | +22.6% | -3.1% | +25.8% | +23.4% |
| 3M | +55.2% | -4.8% | +60.0% | +56.3% |
| 6M | +93.8% | -0.6% | +94.3% | +91.2% |
| YTD | +139.5% | +12.8% | +126.7% | +127.0% |
| 1Y | +115.3% | +19.8% | +95.5% | +100.0% |
| 3Y | +98.8% | +86.9% | +11.8% | +52.4% |
| 5Y | +333.5% | +136.5% | +197.0% | +197.4% |
| All | +475.0% | +368.5% | +106.5% | +126.0% |
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 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