+30.2%
OMC vs CBOE
+136.7%
-106.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.4% |
| 7D | -4.4% | -5.8% | +1.4% | -3.9% |
| 30D | -7.6% | -3.1% | -4.5% | -7.3% |
| 3M | +4.5% | -4.8% | +9.3% | +4.7% |
| 6M | -0.3% | -0.6% | +0.3% | -0.9% |
| YTD | -0.1% | +12.8% | -12.9% | -1.9% |
| 1Y | +4.6% | +19.8% | -15.1% | +2.1% |
| 3Y | +10.5% | +86.9% | -76.5% | +1.1% |
| All | +30.2% | +136.7% | -106.5% | +11.8% |
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