+101.7%
DOCU vs CBOE
+285.6%
-183.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +3.1% |
| 7D | -0.4% | +6.9% | -7.4% | -1.2% |
| 30D | +12.9% | +24.1% | -11.2% | +10.0% |
| 3M | +35.1% | +30.9% | +4.1% | +30.5% |
| 6M | +76.2% | +5.9% | +70.3% | +74.2% |
| YTD | +17.2% | +48.2% | -31.0% | +10.4% |
| 1Y | +16.4% | +43.5% | -27.0% | +10.2% |
| 3Y | +95.6% | +117.0% | -21.4% | +69.9% |
| 5Y | -68.5% | +203.4% | -271.9% | -75.0% |
| All | +101.7% | +285.6% | -183.9% | +59.6% |
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 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