+94.1%
CBOE vs RBA
+26.3%
+67.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.8% | -1.9% | +1.1% | -0.7% |
| 30D | +2.7% | -13.0% | +15.7% | +3.2% |
| 3M | +0.7% | -23.1% | +23.8% | +1.6% |
| 6M | -2.0% | -22.6% | +20.6% | -1.1% |
| YTD | +17.1% | -20.4% | +37.5% | +18.0% |
| 1Y | +26.5% | -29.6% | +56.1% | +27.7% |
| All | +94.1% | +26.3% | +67.9% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling