+62.5%
DRAM vs CBOE
+23.0%
+39.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.6% | -5.2% |
| 7D | -16.6% | +7.7% | -24.4% | -13.7% |
| 30D | -26.9% | +24.4% | -51.3% | -19.8% |
| 3M | -17.8% | +20.0% | -37.8% | -11.1% |
| 6M | +6.2% | +2.4% | +3.9% | +17.3% |
| All | +62.5% | +23.0% | +39.5% | +80.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling