-29.5%
DIS vs CBOE
+194.5%
-224.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -0.3% |
| 7D | +4.4% | +6.0% | -1.6% | +3.7% |
| 30D | +10.3% | +19.9% | -9.6% | +8.1% |
| 3M | +15.5% | +28.4% | -12.8% | +12.2% |
| 6M | +11.2% | +5.2% | +6.0% | +10.6% |
| YTD | +5.6% | +46.4% | -40.8% | -0.9% |
| 1Y | +7.7% | +41.8% | -34.1% | +1.7% |
| 3Y | +39.3% | +114.4% | -75.2% | +16.7% |
| 5Y | -29.5% | +202.9% | -232.4% | -51.7% |
| All | -29.5% | +194.5% | -224.1% | -51.7% |
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