-5.8%
OSCR vs CBOE
+205.9%
-211.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +1.6% | -5.8% | +7.4% | +3.3% |
| 30D | +10.7% | -3.1% | +13.8% | +11.4% |
| 3M | +13.4% | -4.8% | +18.1% | +14.2% |
| 6M | +144.6% | -0.6% | +145.1% | +141.6% |
| YTD | +128.0% | +12.8% | +115.3% | +115.2% |
| 1Y | +68.7% | +19.8% | +48.9% | +55.5% |
| 3Y | +398.8% | +86.9% | +311.8% | +259.8% |
| 5Y | +87.3% | +136.5% | -49.3% | +12.6% |
| All | -5.8% | +205.9% | -211.8% | -37.1% |
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