-41.5%
DIS vs CBOE
+151.5%
-193.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -1.1% | -4.6% | +3.6% | -0.6% |
| 30D | +0.1% | +2.6% | -2.5% | -0.2% |
| 3M | +7.1% | +4.9% | +2.1% | +6.2% |
| 6M | +4.3% | -2.2% | +6.4% | +3.7% |
| YTD | -6.9% | +17.7% | -24.7% | -10.3% |
| 1Y | -10.3% | +26.1% | -36.4% | -14.6% |
| 3Y | +32.8% | +97.1% | -64.3% | +9.2% |
| 5Y | -41.5% | +149.2% | -190.7% | -57.5% |
| All | -41.5% | +151.5% | -193.0% | -57.5% |
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 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