+74.3%
DOCN vs CBOE
+42.0%
+32.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.2% | +8.4% | +9.8% |
| 7D | +3.7% | +6.9% | -3.2% | +5.3% |
| 30D | -33.7% | +24.1% | -57.8% | -31.0% |
| 3M | -27.9% | +30.9% | -58.8% | -24.3% |
| 6M | -46.4% | +5.9% | -52.3% | -43.6% |
| YTD | +81.1% | +48.2% | +32.9% | +102.3% |
| 1Y | +74.3% | +43.5% | +30.8% | +92.0% |
| All | +74.3% | +42.0% | +32.3% | +92.0% |
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