-0.3%
DOCS vs CBOE
-0.8%
+0.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | -1.4% | -3.6% | +2.2% | -1.5% |
| 30D | +21.8% | +5.1% | +16.7% | +21.8% |
| 3M | +27.3% | +4.6% | +22.7% | +26.7% |
| 6M | -0.3% | -0.3% | -0.1% | -1.6% |
| All | -0.3% | -0.8% | +0.4% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling