+39.0%
CBOE vs DOC
+21.8%
+17.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -0.1% |
| 7D | +7.7% | +8.7% | -1.0% | +6.8% |
| 30D | +24.4% | +7.6% | +16.8% | +23.4% |
| 3M | +20.0% | -5.3% | +25.3% | +20.3% |
| 6M | +2.4% | +27.6% | -25.2% | -0.4% |
| YTD | +38.5% | +32.4% | +6.1% | +34.5% |
| 1Y | +39.0% | +22.9% | +16.1% | +35.4% |
| All | +39.0% | +21.8% | +17.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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