+103.1%
DOCN vs CBOE
+293.7%
-190.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -5.9% | -4.1% |
| 7D | +19.1% | +6.3% | +12.8% | +19.3% |
| 30D | -21.0% | +24.9% | -46.0% | -20.8% |
| 3M | -34.7% | +28.5% | -63.2% | -34.5% |
| 6M | -45.8% | +2.9% | -48.6% | -44.8% |
| YTD | +79.4% | +50.7% | +28.7% | +77.6% |
| 1Y | +91.0% | +45.5% | +45.5% | +89.6% |
| 3Y | +237.5% | +116.3% | +121.1% | +198.2% |
| 5Y | -30.4% | +204.3% | -234.7% | -53.2% |
| All | +103.1% | +293.7% | -190.6% | +26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling