+108.7%
CBOE vs DOC
+44.2%
+64.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +5.3% | +6.5% | -1.2% | +5.0% |
| 30D | +25.5% | +9.2% | +16.3% | +25.0% |
| 3M | +22.5% | -2.5% | +25.0% | +22.5% |
| 6M | +2.6% | +7.1% | -4.5% | +2.3% |
| YTD | +41.8% | +33.0% | +8.8% | +40.8% |
| 1Y | +40.9% | +23.3% | +17.6% | +39.8% |
| 3Y | +108.7% | +44.9% | +63.8% | +113.4% |
| All | +108.7% | +44.2% | +64.6% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling