+94.3%
ORCL vs CBOE
+151.5%
-57.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.4% |
| 7D | +15.0% | -4.6% | +19.6% | +15.0% |
| 30D | +10.5% | +2.6% | +7.9% | +10.5% |
| 3M | -23.0% | +4.9% | -27.9% | -23.2% |
| 6M | +7.0% | -2.2% | +9.2% | +6.3% |
| YTD | -15.8% | +17.7% | -33.5% | -17.8% |
| 1Y | -31.1% | +26.1% | -57.2% | -33.3% |
| 3Y | +33.3% | +97.1% | -63.8% | +11.5% |
| 5Y | +94.3% | +149.2% | -54.9% | +47.5% |
| All | +94.3% | +151.5% | -57.2% | +47.5% |
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 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