+1,056.2%
CBOE vs RL
+451.2%
+605.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.1% | -0.3% |
| 7D | -3.6% | -0.8% | -2.8% | -3.5% |
| 30D | +5.1% | -7.8% | +12.8% | +6.0% |
| 3M | +4.6% | -4.0% | +8.6% | +4.9% |
| 6M | -0.3% | -1.9% | +1.6% | -0.6% |
| YTD | +19.8% | -0.2% | +19.9% | +18.9% |
| 1Y | +28.4% | +10.7% | +17.7% | +25.7% |
| 3Y | +104.1% | +210.8% | -106.7% | +68.5% |
| 5Y | +150.9% | +238.2% | -87.3% | +99.4% |
| 10Y | +393.5% | +313.4% | +80.1% | +253.3% |
| All | +1,056.2% | +451.2% | +605.1% | +617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling