+149.2%
CBOE vs RBA
+44.6%
+104.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | -4.6% | -1.1% | -3.6% | -4.6% |
| 30D | +2.6% | -13.2% | +15.9% | +3.9% |
| 3M | +4.9% | -21.4% | +26.3% | +6.9% |
| 6M | -2.2% | -20.9% | +18.7% | -0.4% |
| YTD | +17.7% | -19.9% | +37.6% | +19.5% |
| 1Y | +26.1% | -28.7% | +54.8% | +29.3% |
| 3Y | +97.1% | +27.4% | +69.7% | +89.1% |
| 5Y | +149.2% | +41.7% | +107.4% | +132.0% |
| All | +149.2% | +44.6% | +104.6% | +132.0% |
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