-56.1%
DOCN vs CBOE
+4.9%
-61.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.3% | -18.1% | -15.1% |
| 7D | -29.3% | +12.4% | -41.6% | -26.3% |
| 30D | -46.0% | +26.9% | -72.9% | -42.3% |
| 3M | -43.2% | +24.3% | -67.5% | -39.2% |
| All | -56.1% | +4.9% | -61.0% | -55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling