+629.3%
ON vs CBOE
+368.5%
+260.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.2% | +10.8% | +9.1% |
| 7D | +2.4% | -5.8% | +8.2% | +4.0% |
| 30D | -8.6% | -3.1% | -5.5% | -8.0% |
| 3M | -34.3% | -4.8% | -29.6% | -34.0% |
| 6M | +28.5% | -0.6% | +29.1% | +26.5% |
| YTD | +40.6% | +12.8% | +27.8% | +32.3% |
| 1Y | +55.3% | +19.8% | +35.6% | +42.5% |
| 3Y | -22.2% | +86.9% | -109.1% | -44.8% |
| 5Y | +62.4% | +136.5% | -74.1% | +0.1% |
| All | +629.3% | +368.5% | +260.8% | +246.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling