-32.3%
ORCL vs CBOE
+26.0%
-58.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.6% |
| 7D | +10.9% | -0.8% | +11.7% | +10.7% |
| 30D | +7.0% | +2.7% | +4.3% | +7.5% |
| 3M | -21.2% | +0.7% | -21.9% | -20.9% |
| 6M | +7.4% | -2.0% | +9.4% | +4.4% |
| YTD | -16.3% | +17.1% | -33.4% | -16.5% |
| 1Y | -32.3% | +26.5% | -58.8% | -33.5% |
| All | -32.3% | +26.0% | -58.4% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling