+19.8%
CBOE vs RBA
-27.6%
+47.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -2.4% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -3.1% | -2.9% | -0.2% | -3.0% |
| 3M | -4.8% | -20.9% | +16.2% | -3.4% |
| 6M | -0.6% | -17.7% | +17.1% | +0.5% |
| YTD | +12.8% | -18.2% | +31.0% | +13.6% |
| 1Y | +19.8% | -29.1% | +48.9% | +15.8% |
| All | +19.8% | -27.6% | +47.4% | +15.8% |
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