-37.3%
DOCS vs CBOE
+229.5%
-266.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +2.5% |
| 7D | -4.2% | +6.9% | -11.1% | -4.2% |
| 30D | +8.6% | +24.1% | -15.5% | +8.4% |
| 3M | +27.2% | +30.9% | -3.7% | +26.8% |
| 6M | +26.5% | +5.9% | +20.7% | +26.1% |
| YTD | -25.0% | +48.2% | -73.1% | -25.0% |
| 1Y | -37.0% | +43.5% | -80.4% | -37.0% |
| 3Y | +39.4% | +117.0% | -77.6% | +34.8% |
| 5Y | -56.7% | +203.4% | -260.0% | -63.4% |
| All | -37.3% | +229.5% | -266.9% | -48.8% |
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