+95.3%
DOCU vs CBOE
+269.0%
-173.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | -5.5% | +5.3% | -10.8% | -6.1% |
| 30D | +12.6% | +25.5% | -12.8% | +9.6% |
| 3M | +36.4% | +22.5% | +13.9% | +32.8% |
| 6M | +66.8% | +2.6% | +64.2% | +65.5% |
| YTD | +13.5% | +41.8% | -28.3% | +7.5% |
| 1Y | +11.3% | +40.9% | -29.6% | +5.5% |
| 3Y | +92.1% | +108.7% | -16.7% | +67.5% |
| 5Y | -71.0% | +181.4% | -252.4% | -76.8% |
| All | +95.3% | +269.0% | -173.7% | +55.4% |
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 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