+1,354.8%
CBOE vs RBA
+523.0%
+831.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.6% |
| 7D | +6.3% | +1.7% | +4.5% | +6.0% |
| 30D | +24.9% | +8.3% | +16.6% | +23.2% |
| 3M | +28.5% | +10.5% | +17.9% | +26.1% |
| 6M | +2.9% | -5.9% | +8.7% | +3.3% |
| YTD | +50.7% | -6.9% | +57.5% | +51.0% |
| 1Y | +45.5% | -4.9% | +50.3% | +45.2% |
| 3Y | +116.3% | +64.5% | +51.9% | +93.0% |
| 5Y | +204.3% | +46.1% | +158.3% | +172.1% |
| 10Y | +526.3% | +208.2% | +318.1% | +366.9% |
| All | +1,354.8% | +523.0% | +831.7% | +795.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling