+94.8%
OSCR vs CBOE
+41.5%
+53.4%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.3% | -8.0% | -6.0% |
| 7D | +7.8% | +12.4% | -4.6% | +5.9% |
| 30D | +2.6% | +26.9% | -24.3% | -1.9% |
| 3M | +10.2% | +24.3% | -14.1% | +5.4% |
| 6M | +84.9% | +3.1% | +81.8% | +86.1% |
| YTD | +130.9% | +41.7% | +89.2% | +84.8% |
| 1Y | +94.8% | +41.5% | +53.4% | +57.7% |
| All | +94.8% | +41.5% | +53.4% | +57.7% |
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 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