+176.5%
DLR vs CBOE
+368.5%
-192.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.1% |
| 7D | +0.1% | -5.8% | +5.9% | +1.0% |
| 30D | -4.3% | -3.1% | -1.2% | -3.9% |
| 3M | +3.8% | -4.8% | +8.6% | +4.2% |
| 6M | +5.8% | -0.6% | +6.4% | +4.7% |
| YTD | +23.5% | +12.8% | +10.7% | +19.0% |
| 1Y | +11.1% | +19.8% | -8.7% | +5.6% |
| 3Y | +57.9% | +86.9% | -29.1% | +33.4% |
| 5Y | +44.0% | +136.5% | -92.6% | +13.4% |
| All | +176.5% | +368.5% | -192.0% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling