+752.2%
ORCL vs CBOE
+1,045.3%
-293.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +5.3% | -3.6% | +8.9% | +6.0% |
| 30D | +10.0% | +5.1% | +4.9% | +8.7% |
| 3M | -32.6% | +4.6% | -37.2% | -33.8% |
| 6M | +4.9% | -0.3% | +5.2% | +3.3% |
| YTD | -17.8% | +19.8% | -37.5% | -22.8% |
| 1Y | -28.0% | +28.4% | -56.3% | -33.8% |
| 3Y | +36.0% | +104.1% | -68.1% | +7.1% |
| 5Y | +88.7% | +150.9% | -62.2% | +38.4% |
| 10Y | +346.9% | +393.5% | -46.6% | +157.5% |
| All | +752.2% | +1,045.3% | -293.1% | +224.0% |
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