-37.1%
DOCS vs CBOE
+235.1%
-272.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.4% |
| 7D | +2.6% | +6.3% | -3.7% | +2.5% |
| 30D | +11.4% | +24.9% | -13.5% | +11.2% |
| 3M | +25.4% | +28.5% | -3.1% | +24.9% |
| 6M | +42.5% | +2.9% | +39.7% | +42.0% |
| YTD | -24.7% | +50.7% | -75.4% | -24.7% |
| 1Y | -32.9% | +45.5% | -78.4% | -33.0% |
| 3Y | +39.6% | +116.3% | -76.7% | +35.6% |
| 5Y | -54.6% | +204.3% | -259.0% | -61.5% |
| All | -37.1% | +235.1% | -272.2% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling