-35.6%
DOCN vs CBOE
+179.9%
-215.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.5% | +2.5% |
| 7D | -19.2% | +5.3% | -24.4% | -19.0% |
| 30D | -43.1% | +25.5% | -68.5% | -43.1% |
| 3M | -40.7% | +22.5% | -63.2% | -40.7% |
| 6M | -55.0% | +2.6% | -57.6% | -54.5% |
| YTD | +50.6% | +41.8% | +8.8% | +48.4% |
| 1Y | +54.0% | +40.9% | +13.1% | +51.7% |
| 3Y | +203.9% | +108.7% | +95.2% | +155.0% |
| All | -35.6% | +179.9% | -215.5% | -56.0% |
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 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