+55.8%
DOCS vs CBOE
+112.3%
-56.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -4.0% |
| 7D | -1.3% | +12.4% | -13.7% | 0.0% |
| 30D | +19.4% | +26.9% | -7.5% | +22.8% |
| 3M | +53.4% | +24.3% | +29.1% | +57.2% |
| 6M | +28.8% | +3.1% | +25.6% | +27.7% |
| YTD | -25.1% | +41.7% | -66.8% | -18.7% |
| 1Y | -48.1% | +41.5% | -89.6% | -43.7% |
| All | +55.8% | +112.3% | -56.5% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling