+368.8%
ORCL vs CBOE
+385.3%
-16.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +10.9% | -0.8% | +11.7% | +11.0% |
| 30D | +7.0% | +2.7% | +4.3% | +6.4% |
| 3M | -21.2% | +0.7% | -21.9% | -21.7% |
| 6M | +7.4% | -2.0% | +9.4% | +6.2% |
| YTD | -16.3% | +17.1% | -33.4% | -20.4% |
| 1Y | -32.3% | +26.5% | -58.8% | -36.9% |
| 3Y | +32.6% | +96.1% | -63.6% | +7.1% |
| 5Y | +93.1% | +149.3% | -56.2% | +43.7% |
| 10Y | +368.8% | +386.5% | -17.7% | +202.8% |
| All | +368.8% | +385.3% | -16.6% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling