+69.6%
OTIS vs CBOE
+318.4%
-248.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -4.3% | +2.7% | -7.0% | -4.9% |
| 3M | -2.2% | +0.7% | -2.9% | -2.7% |
| 6M | -19.9% | -2.0% | -17.9% | -20.4% |
| YTD | -19.3% | +17.1% | -36.5% | -23.1% |
| 1Y | -19.6% | +26.5% | -46.1% | -24.8% |
| 3Y | -11.5% | +96.1% | -107.7% | -26.7% |
| 5Y | -16.8% | +149.3% | -166.1% | -36.2% |
| All | +69.6% | +318.4% | -248.8% | +14.8% |
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