+87.1%
DOCN vs CBOE
+282.6%
-195.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.9% | +1.7% |
| 7D | -12.1% | +6.0% | -18.1% | -12.0% |
| 30D | -41.0% | +19.9% | -61.0% | -40.9% |
| 3M | -38.7% | +28.4% | -67.1% | -38.6% |
| 6M | -51.5% | +5.2% | -56.7% | -51.0% |
| YTD | +65.3% | +46.4% | +18.8% | +63.5% |
| 1Y | +53.9% | +41.8% | +12.1% | +52.6% |
| 3Y | +215.6% | +114.4% | +101.1% | +175.8% |
| 5Y | -26.2% | +202.9% | -229.1% | -50.5% |
| All | +87.1% | +282.6% | -195.5% | +16.6% |
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