+84.2%
DOCN vs CBOE
+270.0%
-185.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.2% | +8.0% |
| 7D | -12.8% | +1.0% | -13.8% | -12.7% |
| 30D | -41.9% | +16.0% | -57.9% | -41.8% |
| 3M | -36.9% | +23.4% | -60.4% | -36.9% |
| 6M | -52.2% | +1.7% | -53.9% | -51.8% |
| YTD | +62.7% | +41.6% | +21.1% | +60.8% |
| 1Y | +58.2% | +38.5% | +19.8% | +56.7% |
| 3Y | +219.5% | +105.7% | +113.7% | +180.1% |
| 5Y | -32.9% | +185.4% | -218.3% | -55.0% |
| All | +84.2% | +270.0% | -185.8% | +14.7% |
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