+238.0%
ONTO vs CBOE
+149.4%
+88.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.1% |
| 7D | -1.0% | -3.6% | +2.6% | -1.9% |
| 30D | -2.9% | +5.1% | -8.0% | -1.5% |
| 3M | -2.5% | +4.6% | -7.1% | -0.4% |
| 6M | +28.2% | -0.3% | +28.5% | +31.0% |
| YTD | +69.8% | +19.8% | +50.0% | +80.4% |
| 1Y | +162.9% | +28.4% | +134.5% | +184.0% |
| 3Y | +95.9% | +104.1% | -8.2% | +91.9% |
| All | +238.0% | +149.4% | +88.6% | +185.6% |
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