+58.3%
DLR vs CBOE
+96.4%
-38.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.3% |
| 7D | +2.9% | -0.8% | +3.7% | +2.8% |
| 30D | -1.2% | +2.7% | -3.8% | -0.9% |
| 3M | +2.9% | +0.7% | +2.2% | +3.2% |
| 6M | +6.7% | -2.0% | +8.6% | +7.2% |
| YTD | +23.9% | +17.1% | +6.7% | +25.7% |
| 1Y | +18.6% | +26.5% | -7.9% | +21.0% |
| All | +58.3% | +96.4% | -38.1% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling