+55.3%
ON vs CBOE
+20.5%
+34.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.2% | +10.8% | +8.3% |
| 7D | +2.4% | -5.8% | +8.2% | +1.8% |
| 30D | -8.6% | -3.1% | -5.5% | -8.8% |
| 3M | -34.3% | -4.8% | -29.6% | -35.6% |
| 6M | +28.5% | -0.6% | +29.1% | +34.3% |
| YTD | +40.6% | +12.8% | +27.8% | +62.7% |
| 1Y | +55.3% | +19.8% | +35.6% | +90.7% |
| All | +55.3% | +20.5% | +34.8% | +90.7% |
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