+91.0%
DOCN vs CBOE
+44.9%
+46.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -5.9% | -3.8% |
| 7D | +19.1% | +6.3% | +12.8% | +20.6% |
| 30D | -21.0% | +24.9% | -46.0% | -17.7% |
| 3M | -34.7% | +28.5% | -63.2% | -31.4% |
| 6M | -45.8% | +2.9% | -48.6% | -42.1% |
| YTD | +79.4% | +50.7% | +28.7% | +102.2% |
| 1Y | +91.0% | +45.5% | +45.5% | +110.0% |
| All | +91.0% | +44.9% | +46.1% | +110.0% |
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