+28.4%
CBOE vs RBA
-26.5%
+54.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -3.6% | -2.9% | -0.7% | -3.5% |
| 30D | +5.1% | -12.3% | +17.4% | +5.8% |
| 3M | +4.6% | -20.5% | +25.1% | +6.0% |
| 6M | -0.3% | -18.5% | +18.3% | +0.9% |
| YTD | +19.8% | -18.2% | +38.0% | +20.5% |
| 1Y | +28.4% | -27.5% | +55.9% | +27.4% |
| All | +28.4% | -26.5% | +54.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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