-19.2%
DOCU vs CBOE
+26.0%
-45.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.4% | -0.8% | -0.7% | -1.4% |
| 30D | +8.1% | +2.7% | +5.4% | +7.8% |
| 3M | +43.0% | +0.7% | +42.3% | +43.2% |
| 6M | +32.4% | -2.0% | +34.3% | +27.9% |
| YTD | -5.8% | +17.1% | -22.9% | -13.7% |
| 1Y | -19.2% | +26.5% | -45.7% | -27.4% |
| All | -19.2% | +26.0% | -45.3% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling