+535.6%
ORCL vs CBOE
+1,300.3%
-764.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -2.2% |
| 7D | -6.5% | +6.0% | -12.5% | -7.6% |
| 30D | -16.6% | +19.9% | -36.5% | -19.9% |
| 3M | -21.6% | +28.4% | -50.0% | -26.0% |
| 6M | -39.4% | +5.2% | -44.5% | -40.8% |
| YTD | -38.7% | +46.4% | -85.1% | -45.0% |
| 1Y | -50.4% | +41.8% | -92.2% | -55.2% |
| 3Y | +8.1% | +114.4% | -106.3% | -14.9% |
| 5Y | +34.5% | +202.9% | -168.4% | -5.4% |
| 10Y | +246.0% | +511.3% | -265.3% | +89.8% |
| All | +535.6% | +1,300.3% | -764.7% | +130.7% |
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