-21.7%
ONON vs CBOE
+141.6%
-163.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.4% |
| 7D | -2.1% | -5.8% | +3.7% | -1.2% |
| 30D | -11.6% | -3.1% | -8.5% | -11.3% |
| 3M | -30.1% | -4.8% | -25.3% | -29.7% |
| 6M | -30.5% | -0.6% | -29.9% | -31.2% |
| YTD | -41.0% | +12.8% | -53.8% | -43.5% |
| 1Y | -36.7% | +19.8% | -56.5% | -40.3% |
| 3Y | -8.6% | +86.9% | -95.5% | -35.4% |
| All | -21.7% | +141.6% | -163.3% | -55.6% |
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 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