+204.2%
CBOE vs RBA
+45.7%
+158.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.7% |
| 7D | +6.3% | +1.7% | +4.5% | +6.1% |
| 30D | +24.9% | +8.3% | +16.6% | +24.0% |
| 3M | +28.5% | +10.5% | +17.9% | +27.2% |
| 6M | +2.9% | -5.9% | +8.7% | +3.1% |
| YTD | +50.7% | -6.9% | +57.5% | +50.8% |
| 1Y | +45.5% | -4.9% | +50.3% | +45.3% |
| 3Y | +116.3% | +64.5% | +51.9% | +101.7% |
| All | +204.2% | +45.7% | +158.5% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling