+50.0%
ONTO vs CBOE
+119.7%
-69.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -1.8% |
| 7D | +17.5% | +6.3% | +11.2% | +22.1% |
| 30D | -15.7% | +24.9% | -40.6% | -1.6% |
| 3M | -39.7% | +28.5% | -68.2% | -28.5% |
| 6M | -26.5% | +2.9% | -29.4% | -23.8% |
| YTD | +29.0% | +50.7% | -21.7% | +84.8% |
| 1Y | +57.0% | +45.5% | +11.5% | +118.4% |
| 3Y | +50.0% | +116.3% | -66.3% | +215.9% |
| All | +50.0% | +119.7% | -69.7% | +215.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling