+1.9%
DLTR vs CBOE
+89.1%
-87.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.4% |
| 7D | -10.1% | -5.8% | -4.3% | -9.9% |
| 30D | -8.1% | -3.1% | -5.0% | -8.0% |
| 3M | +2.9% | -4.8% | +7.6% | +3.0% |
| 6M | +4.3% | -0.6% | +4.9% | +3.8% |
| YTD | -3.9% | +12.8% | -16.7% | -4.6% |
| 1Y | +18.9% | +19.8% | -0.9% | +17.9% |
| 3Y | +1.9% | +86.9% | -85.0% | -3.6% |
| All | +1.9% | +89.1% | -87.2% | -3.6% |
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