+114.1%
DT vs CBOE
+182.7%
-68.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.2% |
| 7D | -1.6% | -5.8% | +4.2% | -0.2% |
| 30D | +3.0% | -3.1% | +6.2% | +3.7% |
| 3M | +26.5% | -4.8% | +31.3% | +27.2% |
| 6M | +35.9% | -0.6% | +36.5% | +33.2% |
| YTD | +17.8% | +12.8% | +5.0% | +10.9% |
| 1Y | +4.1% | +19.8% | -15.7% | -4.0% |
| 3Y | +5.3% | +86.9% | -81.6% | -19.8% |
| 5Y | -27.2% | +136.5% | -163.7% | -50.1% |
| All | +114.1% | +182.7% | -68.6% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling