-23.3%
ONON vs CBOE
+147.2%
-170.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -5.3% | -3.7% | -1.6% | -4.8% |
| 30D | -13.1% | +2.0% | -15.1% | -13.5% |
| 3M | -29.3% | -4.2% | -25.1% | -29.0% |
| 6M | -34.5% | +1.2% | -35.7% | -35.3% |
| YTD | -42.2% | +15.4% | -57.6% | -44.8% |
| 1Y | -37.3% | +23.5% | -60.8% | -41.2% |
| 3Y | -9.3% | +93.2% | -102.4% | -36.5% |
| All | -23.3% | +147.2% | -170.5% | -56.7% |
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 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