+66.4%
DOCN vs CBOE
+270.3%
-203.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.3% | -18.1% | -15.8% |
| 7D | -29.3% | +12.4% | -41.6% | -29.1% |
| 30D | -46.0% | +26.9% | -72.9% | -46.1% |
| 3M | -43.2% | +24.3% | -67.5% | -43.1% |
| 6M | -53.7% | +3.1% | -56.9% | -53.3% |
| YTD | +46.9% | +41.7% | +5.2% | +45.2% |
| 1Y | +54.3% | +41.5% | +12.9% | +52.6% |
| 3Y | +185.5% | +114.2% | +71.3% | +144.8% |
| 5Y | -31.1% | +181.3% | -212.4% | -53.9% |
| All | +66.4% | +270.3% | -203.9% | +3.5% |
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