+361.2%
CBOE vs OUST
-60.6%
+421.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.4% |
| 7D | +6.0% | +31.9% | -25.9% | +6.3% |
| 30D | +19.9% | -4.2% | +24.2% | +20.0% |
| 3M | +28.4% | -9.3% | +37.6% | +28.5% |
| 6M | +5.2% | +51.7% | -46.5% | +5.5% |
| YTD | +46.4% | +76.6% | -30.2% | +46.9% |
| 1Y | +41.8% | +48.9% | -7.1% | +42.3% |
| 3Y | +114.4% | +675.3% | -560.8% | +111.5% |
| 5Y | +202.9% | -44.0% | +246.9% | +209.4% |
| All | +361.2% | -60.6% | +421.8% | +377.5% |
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