+32.8%
DIS vs CBOE
+95.4%
-62.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.3% |
| 7D | -1.1% | -4.6% | +3.6% | -1.3% |
| 30D | +0.1% | +2.6% | -2.5% | +0.2% |
| 3M | +7.1% | +4.9% | +2.1% | +7.4% |
| 6M | +4.3% | -2.2% | +6.4% | +4.2% |
| YTD | -6.9% | +17.7% | -24.7% | -6.1% |
| 1Y | -10.3% | +26.1% | -36.4% | -9.0% |
| 3Y | +32.8% | +97.1% | -64.3% | +44.1% |
| All | +32.8% | +95.4% | -62.6% | +44.1% |
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