+528.6%
CBOE vs DOC
+15.7%
+512.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +5.3% | +6.5% | -1.2% | +3.9% |
| 30D | +25.5% | +9.2% | +16.3% | +23.2% |
| 3M | +22.5% | -2.5% | +25.0% | +23.0% |
| 6M | +2.6% | +7.1% | -4.5% | +0.9% |
| YTD | +41.8% | +33.0% | +8.8% | +32.6% |
| 1Y | +40.9% | +23.3% | +17.6% | +33.8% |
| 3Y | +108.7% | +44.9% | +63.8% | +86.9% |
| 5Y | +181.4% | -21.6% | +203.0% | +193.1% |
| All | +528.6% | +15.7% | +512.9% | +499.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling