+1,483.2%
DINO vs CBOE
+1,020.3%
+462.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.0% | -0.8% | +2.7% | +2.2% |
| 30D | +27.7% | +2.7% | +25.0% | +26.4% |
| 3M | +56.3% | +0.7% | +55.6% | +54.8% |
| 6M | +107.6% | -2.0% | +109.5% | +105.4% |
| YTD | +140.2% | +17.1% | +123.0% | +123.8% |
| 1Y | +113.0% | +26.5% | +86.5% | +93.0% |
| 3Y | +100.1% | +96.1% | +3.9% | +49.5% |
| 5Y | +328.7% | +149.3% | +179.4% | +187.1% |
| 10Y | +489.2% | +386.5% | +102.7% | +188.1% |
| All | +1,483.2% | +1,020.3% | +462.9% | +375.2% |
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