+203.4%
CBOE vs RL
+243.0%
-39.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | +6.9% | -4.4% | +11.3% | +6.9% |
| 30D | +24.1% | +5.6% | +18.6% | +24.2% |
| 3M | +30.9% | -0.6% | +31.6% | +30.9% |
| 6M | +5.9% | +15.5% | -9.6% | +6.0% |
| YTD | +48.2% | +12.3% | +35.8% | +48.3% |
| 1Y | +43.5% | +19.3% | +24.1% | +43.6% |
| 3Y | +117.0% | +255.5% | -138.5% | +101.6% |
| 5Y | +203.4% | +247.1% | -43.7% | +176.6% |
| All | +203.4% | +243.0% | -39.7% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling