-5.7%
DT vs CBOE
+39.5%
-45.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -25.5% | +7.7% | -33.3% | -25.0% |
| 30D | -22.3% | +24.4% | -46.7% | -21.0% |
| 3M | +2.3% | +20.0% | -17.7% | +4.0% |
| 6M | +20.7% | +2.4% | +18.4% | +22.7% |
| YTD | +7.9% | +38.5% | -30.6% | -0.1% |
| 1Y | -5.7% | +39.0% | -44.7% | -12.9% |
| All | -5.7% | +39.5% | -45.2% | -12.9% |
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