+115.1%
NOK vs CBOE
+136.7%
-21.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.2% | +7.0% | +5.1% |
| 7D | +11.0% | -5.8% | +16.8% | +11.8% |
| 30D | +7.8% | -3.1% | +11.0% | +8.2% |
| 3M | -21.0% | -4.8% | -16.2% | -20.7% |
| 6M | +40.9% | -0.6% | +41.4% | +39.2% |
| YTD | +72.0% | +12.8% | +59.2% | +65.4% |
| 1Y | +140.9% | +19.8% | +121.1% | +128.8% |
| 3Y | +194.3% | +86.9% | +107.3% | +139.9% |
| All | +115.1% | +136.7% | -21.5% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling