+181.3%
CBOE vs DOC
-22.1%
+203.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +12.4% | +6.2% | +6.1% | +11.7% |
| 30D | +26.9% | +6.5% | +20.4% | +26.2% |
| 3M | +24.3% | -6.2% | +30.6% | +24.9% |
| 6M | +3.1% | +25.6% | -22.4% | +0.8% |
| YTD | +41.7% | +32.1% | +9.6% | +37.9% |
| 1Y | +41.5% | +20.3% | +21.2% | +38.7% |
| 3Y | +114.2% | +42.7% | +71.5% | +104.1% |
| 5Y | +181.3% | -22.2% | +203.4% | +200.9% |
| All | +181.3% | -22.1% | +203.3% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling