+39.3%
DIS vs CBOE
+113.1%
-73.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | +0.1% |
| 7D | +4.4% | +6.0% | -1.6% | +4.5% |
| 30D | +10.3% | +19.9% | -9.6% | +10.8% |
| 3M | +15.5% | +28.4% | -12.8% | +16.3% |
| 6M | +11.2% | +5.2% | +6.0% | +11.0% |
| YTD | +5.6% | +46.4% | -40.8% | +7.3% |
| 1Y | +7.7% | +41.8% | -34.1% | +9.2% |
| 3Y | +39.3% | +114.4% | -75.2% | +45.6% |
| All | +39.3% | +113.1% | -73.8% | +45.6% |
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