+41.5%
DLR vs CBOE
+145.0%
-103.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.9% |
| 7D | -1.3% | -3.7% | +2.4% | -1.0% |
| 30D | -2.9% | +2.0% | -4.8% | -3.0% |
| 3M | +3.2% | -4.2% | +7.5% | +3.5% |
| 6M | +3.9% | +1.2% | +2.7% | +3.2% |
| YTD | +21.4% | +15.4% | +6.1% | +18.3% |
| 1Y | +9.7% | +23.5% | -13.8% | +5.7% |
| 3Y | +56.5% | +93.2% | -36.6% | +33.1% |
| 5Y | +41.5% | +142.0% | -100.4% | +7.7% |
| All | +41.5% | +145.0% | -103.5% | +7.7% |
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