+194.3%
NOK vs CBOE
+89.1%
+105.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +4.8% |
| 7D | +11.0% | -5.8% | +16.8% | +11.0% |
| 30D | +7.8% | -3.1% | +11.0% | +7.9% |
| 3M | -21.0% | -4.8% | -16.2% | -21.0% |
| 6M | +40.9% | -0.6% | +41.4% | +40.5% |
| YTD | +72.0% | +12.8% | +59.2% | +71.2% |
| 1Y | +140.9% | +19.8% | +121.1% | +140.0% |
| 3Y | +194.3% | +86.9% | +107.3% | +176.4% |
| All | +194.3% | +89.1% | +105.1% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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