+76.5%
NOK vs CBOE
+1,020.3%
-943.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +9.3% | -0.8% | +10.1% | +9.5% |
| 30D | +17.9% | +2.7% | +15.2% | +17.0% |
| 3M | -22.3% | +0.7% | -23.0% | -23.1% |
| 6M | +36.4% | -2.0% | +38.3% | +35.1% |
| YTD | +66.3% | +17.1% | +49.2% | +57.2% |
| 1Y | +134.4% | +26.5% | +107.9% | +117.0% |
| 3Y | +186.6% | +96.1% | +90.5% | +131.2% |
| 5Y | +102.7% | +149.3% | -46.6% | +51.4% |
| 10Y | +129.8% | +386.5% | -256.7% | +32.0% |
| All | +76.5% | +1,020.3% | -943.8% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling