-54.2%
DOCS vs CBOE
+179.9%
-234.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.8% | +5.3% | -6.1% | -0.7% |
| 30D | +17.4% | +25.5% | -8.1% | +17.7% |
| 3M | +57.4% | +22.5% | +34.9% | +57.5% |
| 6M | +26.5% | +2.6% | +23.9% | +26.2% |
| YTD | -26.6% | +41.8% | -68.4% | -25.8% |
| 1Y | -48.1% | +40.9% | -88.9% | -47.5% |
| 3Y | +52.6% | +108.7% | -56.1% | +51.4% |
| All | -54.2% | +179.9% | -234.2% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling