+112.7%
CBOE vs RL
+257.6%
-144.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.0% |
| 7D | +6.9% | -4.4% | +11.3% | +6.5% |
| 30D | +24.1% | +5.6% | +18.6% | +25.0% |
| 3M | +30.9% | -0.6% | +31.6% | +30.9% |
| 6M | +5.9% | +15.5% | -9.6% | +8.0% |
| YTD | +48.2% | +12.3% | +35.8% | +51.1% |
| 1Y | +43.5% | +19.3% | +24.1% | +47.5% |
| All | +112.7% | +257.6% | -144.8% | +161.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling