+28.4%
CBOE vs RL
+13.6%
+14.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | +0.1% |
| 7D | -3.6% | -0.8% | -2.8% | -3.7% |
| 30D | +5.1% | -7.8% | +12.8% | +4.4% |
| 3M | +4.6% | -4.0% | +8.6% | +4.4% |
| 6M | -0.3% | -1.9% | +1.6% | +0.3% |
| YTD | +19.8% | -0.2% | +19.9% | +20.6% |
| 1Y | +28.4% | +10.7% | +17.7% | +31.3% |
| All | +28.4% | +13.6% | +14.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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