+111.9%
DOCN vs CBOE
+286.9%
-175.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.3% |
| 7D | +27.4% | +4.5% | +22.9% | +27.5% |
| 30D | -29.7% | +26.2% | -56.0% | -29.6% |
| 3M | -32.5% | +27.1% | -59.6% | -32.3% |
| 6M | -42.2% | +4.2% | -46.3% | -41.4% |
| YTD | +87.2% | +48.0% | +39.1% | +85.2% |
| 1Y | +86.2% | +42.4% | +43.8% | +84.8% |
| 3Y | +257.4% | +116.8% | +140.6% | +212.5% |
| 5Y | -27.4% | +199.0% | -226.4% | -51.2% |
| All | +111.9% | +286.9% | -175.0% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling