+555.8%
ROKU vs CBOE
+202.1%
+353.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -2.6% | -3.7% | +1.0% | -1.9% |
| 30D | +2.1% | +2.0% | +0.2% | +1.6% |
| 3M | +31.8% | -4.2% | +36.0% | +32.4% |
| 6M | +53.3% | +1.2% | +52.1% | +51.2% |
| YTD | +42.1% | +15.4% | +26.7% | +35.7% |
| 1Y | +62.3% | +23.5% | +38.8% | +52.3% |
| 3Y | +84.6% | +93.2% | -8.5% | +43.1% |
| 5Y | -53.1% | +142.0% | -195.0% | -67.1% |
| All | +555.8% | +202.1% | +353.8% | +282.0% |
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