+108.7%
CBOE vs OUST
+626.4%
-517.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -14.0% | +0.5% |
| 7D | +5.3% | +17.0% | -11.7% | +5.9% |
| 30D | +25.5% | -16.5% | +42.0% | +25.1% |
| 3M | +22.5% | -23.7% | +46.2% | +22.1% |
| 6M | +2.6% | +18.4% | -15.8% | +4.0% |
| YTD | +41.8% | +60.8% | -19.0% | +45.2% |
| 1Y | +40.9% | +44.2% | -3.3% | +44.0% |
| 3Y | +108.7% | +668.1% | -559.4% | +127.4% |
| All | +108.7% | +626.4% | -517.7% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling