+277.2%
CBOE vs OUST
-62.4%
+339.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | 0.0% |
| 7D | -3.6% | +5.2% | -8.8% | -3.6% |
| 30D | +5.1% | -19.3% | +24.3% | +5.0% |
| 3M | +4.6% | -22.6% | +27.2% | +4.7% |
| 6M | -0.3% | +62.8% | -63.0% | -0.1% |
| YTD | +19.8% | +68.3% | -48.6% | +20.0% |
| 1Y | +28.4% | +28.5% | -0.2% | +28.5% |
| 3Y | +104.1% | +554.0% | -449.9% | +101.2% |
| 5Y | +150.9% | -56.2% | +207.1% | +156.2% |
| All | +277.2% | -62.4% | +339.7% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling