-38.0%
DOCS vs CBOE
+214.9%
-252.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | 0.0% | +1.0% | -1.0% | 0.0% |
| 30D | +7.8% | +16.0% | -8.2% | +7.6% |
| 3M | +20.0% | +23.4% | -3.5% | +19.6% |
| 6M | +26.5% | +1.7% | +24.8% | +26.1% |
| YTD | -25.8% | +41.6% | -67.4% | -25.7% |
| 1Y | -39.5% | +38.5% | -77.9% | -39.5% |
| 3Y | +60.3% | +105.7% | -45.4% | +55.3% |
| 5Y | -57.0% | +185.4% | -242.5% | -63.5% |
| All | -38.0% | +214.9% | -252.9% | -49.4% |
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