+204.2%
CBOE vs OUST
-53.0%
+257.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.5% | +10.3% | +1.7% |
| 7D | +6.3% | -3.8% | +10.0% | +6.2% |
| 30D | +24.9% | +5.1% | +19.9% | +25.1% |
| 3M | +28.5% | -25.8% | +54.3% | +28.3% |
| 6M | +2.9% | -2.0% | +4.9% | +3.0% |
| YTD | +50.7% | +54.7% | -4.0% | +51.1% |
| 1Y | +45.5% | +48.8% | -3.3% | +45.9% |
| 3Y | +116.3% | +607.8% | -491.5% | +112.2% |
| All | +204.2% | -53.0% | +257.3% | +246.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling