+72.2%
DOCU vs CBOE
+211.7%
-139.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -3.6% | +10.5% | +7.3% |
| 30D | +19.0% | +5.1% | +13.9% | +18.2% |
| 3M | +34.3% | +4.6% | +29.7% | +33.3% |
| 6M | +48.0% | -0.3% | +48.3% | +46.9% |
| YTD | 0.0% | +19.8% | -19.7% | -3.2% |
| 1Y | -10.3% | +28.4% | -38.6% | -14.0% |
| 3Y | +32.4% | +104.1% | -71.7% | +14.1% |
| 5Y | -77.9% | +150.9% | -228.8% | -82.0% |
| All | +72.2% | +211.7% | -139.5% | +39.9% |
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