+22.7%
DIS vs CBOE
+379.3%
-356.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -1.3% | -3.7% | +2.4% | -0.4% |
| 30D | +2.2% | +2.0% | +0.2% | +1.6% |
| 3M | +8.1% | -4.2% | +12.4% | +8.6% |
| 6M | +5.2% | +1.2% | +4.1% | +3.3% |
| YTD | -6.3% | +15.4% | -21.7% | -11.3% |
| 1Y | -7.3% | +23.5% | -30.8% | -14.0% |
| 3Y | +33.8% | +93.2% | -59.4% | +5.9% |
| 5Y | -40.7% | +142.0% | -182.7% | -57.0% |
| All | +22.7% | +379.3% | -356.6% | -25.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling