+98.8%
DINO vs CBOE
+89.1%
+9.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | -0.1% |
| 7D | +2.3% | -5.8% | +8.1% | +1.8% |
| 30D | +22.6% | -3.1% | +25.8% | +22.4% |
| 3M | +55.2% | -4.8% | +60.0% | +54.7% |
| 6M | +93.8% | -0.6% | +94.3% | +95.8% |
| YTD | +139.5% | +12.8% | +126.7% | +147.7% |
| 1Y | +115.3% | +19.8% | +95.5% | +125.8% |
| 3Y | +98.8% | +86.9% | +11.8% | +128.5% |
| All | +98.8% | +89.1% | +9.7% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling