+23.9%
OMC vs CBOE
+39.5%
-15.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.2% |
| 7D | +12.5% | +7.7% | +4.8% | +12.1% |
| 30D | +16.3% | +24.4% | -8.1% | +15.4% |
| 3M | +8.1% | +20.0% | -12.0% | +7.6% |
| 6M | +17.2% | +2.4% | +14.8% | +15.6% |
| YTD | +11.8% | +38.5% | -26.8% | +17.9% |
| 1Y | +23.9% | +39.0% | -15.0% | +29.9% |
| All | +23.9% | +39.5% | -15.6% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling