+60.1%
DOCN vs CBOE
+149.4%
-89.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -3.6% | +4.8% | +1.2% |
| 30D | -9.6% | +5.1% | -14.7% | -9.7% |
| 3M | -37.7% | +4.6% | -42.3% | -37.9% |
| 6M | +115.2% | -0.3% | +115.5% | +115.2% |
| YTD | +133.7% | +19.8% | +114.0% | +131.0% |
| 1Y | +250.2% | +28.4% | +221.8% | +244.4% |
| 3Y | +320.3% | +104.1% | +216.2% | +230.3% |
| All | +60.1% | +149.4% | -89.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling