+35.5%
ORCL vs CBOE
+179.0%
-143.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | +0.5% | +1.0% | -0.5% | +0.5% |
| 30D | -15.3% | +16.0% | -31.3% | -15.0% |
| 3M | -18.2% | +23.4% | -41.7% | -18.0% |
| 6M | -38.4% | +1.7% | -40.1% | -37.7% |
| YTD | -37.7% | +41.6% | -79.3% | -39.0% |
| 1Y | -49.3% | +38.5% | -87.7% | -50.2% |
| 3Y | +10.6% | +105.7% | -95.1% | -1.6% |
| 5Y | +35.5% | +185.4% | -149.9% | +5.3% |
| All | +35.5% | +179.0% | -143.5% | +5.3% |
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