+508.0%
CBOE vs RL
+342.1%
+165.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +4.5% | +2.4% | +2.1% | +4.3% |
| 30D | +26.2% | +4.6% | +21.7% | +25.7% |
| 3M | +27.1% | -1.1% | +28.2% | +27.1% |
| 6M | +4.2% | +16.5% | -12.3% | +2.6% |
| YTD | +48.0% | +11.4% | +36.6% | +46.0% |
| 1Y | +42.4% | +16.1% | +26.4% | +39.9% |
| 3Y | +116.8% | +252.6% | -135.8% | +84.4% |
| 5Y | +199.0% | +244.9% | -45.8% | +150.3% |
| All | +508.0% | +342.1% | +165.8% | +373.3% |
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 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