+116.4%
DOCN vs CBOE
+39.5%
+76.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.3% | -7.4% | -7.1% |
| 7D | -20.0% | +7.7% | -27.8% | -18.8% |
| 30D | -38.8% | +24.4% | -63.2% | -37.1% |
| 3M | -34.8% | +20.0% | -54.8% | -32.9% |
| 6M | -22.8% | +2.4% | -25.1% | -20.2% |
| YTD | +74.6% | +38.5% | +36.1% | +83.1% |
| 1Y | +116.4% | +39.0% | +77.5% | +125.8% |
| All | +116.4% | +39.5% | +76.9% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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