+518.7%
CBOE vs RL
+337.1%
+181.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.9% |
| 7D | +6.3% | +2.6% | +3.7% | +6.1% |
| 30D | +24.9% | +2.9% | +22.0% | +24.5% |
| 3M | +28.5% | 0.0% | +28.4% | +28.3% |
| 6M | +2.9% | +17.1% | -14.2% | +1.3% |
| YTD | +50.7% | +10.1% | +40.5% | +48.7% |
| 1Y | +45.5% | +17.3% | +28.2% | +42.7% |
| 3Y | +116.3% | +249.3% | -133.0% | +84.1% |
| 5Y | +204.3% | +240.9% | -36.6% | +154.9% |
| All | +518.7% | +337.1% | +181.7% | +382.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling