+42.4%
CBOE vs RL
+17.3%
+25.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +4.5% | +2.4% | +2.1% | +4.7% |
| 30D | +26.2% | +4.6% | +21.7% | +26.5% |
| 3M | +27.1% | -1.1% | +28.2% | +26.7% |
| 6M | +4.2% | +16.5% | -12.3% | +5.6% |
| YTD | +48.0% | +11.4% | +36.6% | +49.7% |
| 1Y | +42.4% | +16.1% | +26.4% | +43.6% |
| All | +42.4% | +17.3% | +25.2% | +43.6% |
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