+304.9%
DIS vs CBOE
+1,317.1%
-1,012.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +0.6% | +6.9% | -6.4% | -1.1% |
| 30D | +10.3% | +24.1% | -13.9% | +4.3% |
| 3M | +15.6% | +30.9% | -15.4% | +7.5% |
| 6M | +15.1% | +5.9% | +9.3% | +12.2% |
| YTD | +6.0% | +48.2% | -42.2% | -6.4% |
| 1Y | +5.7% | +43.5% | -37.8% | -5.8% |
| 3Y | +39.8% | +117.0% | -77.2% | +8.1% |
| 5Y | -23.9% | +203.4% | -227.2% | -47.6% |
| 10Y | +32.9% | +515.9% | -483.0% | -29.2% |
| All | +304.9% | +1,317.1% | -1,012.2% | +48.5% |
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 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