+270.9%
CBOE vs OUST
-61.4%
+332.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.7% |
| 7D | -4.6% | +12.7% | -17.4% | -4.6% |
| 30D | +2.6% | -13.6% | +16.3% | +2.6% |
| 3M | +4.9% | -8.3% | +13.2% | +5.0% |
| 6M | -2.2% | +85.0% | -87.1% | -2.0% |
| YTD | +17.7% | +73.2% | -55.5% | +18.0% |
| 1Y | +26.1% | +32.5% | -6.4% | +26.3% |
| 3Y | +97.1% | +643.8% | -546.7% | +94.0% |
| 5Y | +149.2% | -52.1% | +201.3% | +154.4% |
| All | +270.9% | -61.4% | +332.2% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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