+98.6%
DOCU vs CBOE
+268.8%
-170.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.2% | -2.2% |
| 7D | -3.2% | +12.4% | -15.6% | -4.6% |
| 30D | +15.7% | +26.9% | -11.2% | +12.4% |
| 3M | +37.3% | +24.3% | +12.9% | +33.5% |
| 6M | +63.1% | +3.1% | +60.0% | +61.7% |
| YTD | +15.4% | +41.7% | -26.3% | +9.3% |
| 1Y | +11.3% | +41.5% | -30.2% | +5.5% |
| 3Y | +92.1% | +114.2% | -22.2% | +66.5% |
| 5Y | -70.5% | +181.3% | -251.7% | -76.4% |
| All | +98.6% | +268.8% | -170.2% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling