+390.5%
ONTO vs CBOE
+237.5%
+152.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +0.1% | +11.0% | +11.1% |
| 7D | -14.0% | +5.3% | -19.3% | -14.4% |
| 30D | -43.1% | +25.5% | -68.5% | -44.3% |
| 3M | -35.5% | +22.5% | -58.0% | -36.8% |
| 6M | -41.1% | +2.6% | -43.7% | -40.9% |
| YTD | +9.8% | +41.8% | -32.0% | +3.0% |
| 1Y | +31.5% | +40.9% | -9.3% | +23.4% |
| 3Y | +45.2% | +108.7% | -63.6% | +13.1% |
| 5Y | +86.7% | +181.4% | -94.7% | +21.4% |
| All | +390.5% | +237.5% | +152.9% | +210.1% |
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