+37.1%
CBOE vs DOC
+23.5%
+13.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | +1.0% | +5.9% | -4.8% | +0.4% |
| 30D | +16.0% | +10.3% | +5.7% | +14.7% |
| 3M | +23.4% | -2.2% | +25.6% | +23.4% |
| 6M | +1.7% | +8.2% | -6.5% | +0.5% |
| YTD | +41.6% | +35.4% | +6.2% | +37.3% |
| All | +37.1% | +23.5% | +13.6% | +33.0% |
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