+333.0%
DINO vs CBOE
+145.0%
+188.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.5% | -3.7% | +5.2% | +1.6% |
| 30D | +25.9% | +2.0% | +23.9% | +25.8% |
| 3M | +53.2% | -4.2% | +57.4% | +53.4% |
| 6M | +105.5% | +1.2% | +104.3% | +105.4% |
| YTD | +139.2% | +15.4% | +123.9% | +137.8% |
| 1Y | +117.4% | +23.5% | +93.9% | +115.6% |
| 3Y | +99.3% | +93.2% | +6.1% | +80.8% |
| 5Y | +333.0% | +142.0% | +191.0% | +277.9% |
| All | +333.0% | +145.0% | +188.0% | +277.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling