+559.3%
ROKU vs CBOE
+195.3%
+364.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.0% |
| 7D | -0.4% | -5.8% | +5.4% | +0.8% |
| 30D | +2.1% | -3.1% | +5.2% | +2.6% |
| 3M | +29.5% | -4.8% | +34.3% | +30.2% |
| 6M | +53.8% | -0.6% | +54.4% | +52.2% |
| YTD | +42.8% | +12.8% | +30.0% | +37.0% |
| 1Y | +60.7% | +19.8% | +41.0% | +51.8% |
| 3Y | +83.9% | +86.9% | -3.1% | +43.7% |
| 5Y | -52.8% | +136.5% | -189.3% | -66.8% |
| All | +559.3% | +195.3% | +364.0% | +285.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling