+1,056.2%
CBOE vs DOC
+58.3%
+998.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -3.6% | -1.5% | -2.1% | -3.3% |
| 30D | +5.1% | -4.8% | +9.8% | +6.1% |
| 3M | +4.6% | +6.9% | -2.3% | +3.0% |
| 6M | -0.3% | +20.7% | -21.0% | -4.7% |
| YTD | +19.8% | +34.1% | -14.4% | +11.7% |
| 1Y | +28.4% | +22.6% | +5.7% | +21.8% |
| 3Y | +104.1% | +20.8% | +83.3% | +90.9% |
| 5Y | +150.9% | -24.9% | +175.8% | +161.7% |
| 10Y | +393.5% | -1.8% | +395.3% | +362.8% |
| All | +1,056.2% | +58.3% | +998.0% | +777.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling