+117.6%
DT vs CBOE
+200.2%
-82.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -3.6% | +0.3% | -2.5% |
| 30D | +2.0% | +5.1% | -3.0% | +0.7% |
| 3M | +20.0% | +4.6% | +15.4% | +17.9% |
| 6M | +39.3% | -0.3% | +39.6% | +36.9% |
| YTD | +19.8% | +19.8% | 0.0% | +11.1% |
| 1Y | +4.3% | +28.4% | -24.1% | -5.5% |
| 3Y | +7.7% | +104.1% | -96.4% | -20.0% |
| 5Y | -26.8% | +150.9% | -177.7% | -50.5% |
| All | +117.6% | +200.2% | -82.6% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling