+256.4%
DIS vs CBOE
+1,045.3%
-788.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.6% | -3.6% | +1.0% | -1.8% |
| 30D | +3.5% | +5.1% | -1.6% | +2.0% |
| 3M | +6.8% | +4.6% | +2.2% | +4.8% |
| 6M | +3.0% | -0.3% | +3.2% | +1.5% |
| YTD | -6.7% | +19.8% | -26.5% | -12.8% |
| 1Y | -10.1% | +28.4% | -38.4% | -17.7% |
| 3Y | +33.0% | +104.1% | -71.1% | +3.6% |
| 5Y | -40.0% | +150.9% | -190.9% | -56.7% |
| 10Y | +21.1% | +393.5% | -372.4% | -31.7% |
| All | +256.4% | +1,045.3% | -788.9% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling