+232.8%
OMC vs CBOE
+1,020.3%
-787.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.4% |
| 7D | -4.2% | -0.8% | -3.5% | -4.0% |
| 30D | -7.5% | +2.7% | -10.2% | -8.1% |
| 3M | +4.6% | +0.7% | +3.9% | +3.9% |
| 6M | -4.8% | -2.0% | -2.9% | -5.6% |
| YTD | -1.0% | +17.1% | -18.2% | -6.4% |
| 1Y | +3.8% | +26.5% | -22.7% | -3.8% |
| 3Y | +10.2% | +96.1% | -85.9% | -10.9% |
| 5Y | +29.7% | +149.3% | -119.6% | -3.5% |
| 10Y | +32.3% | +386.5% | -354.2% | -23.0% |
| All | +232.8% | +1,020.3% | -787.6% | +29.5% |
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