+1,354.8%
CBOE vs RL
+508.0%
+846.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +2.9% | +1.9% |
| 7D | +6.3% | +2.6% | +3.7% | +5.9% |
| 30D | +24.9% | +2.9% | +22.0% | +24.4% |
| 3M | +28.5% | 0.0% | +28.4% | +28.2% |
| 6M | +2.9% | +17.1% | -14.2% | +0.5% |
| YTD | +50.7% | +10.1% | +40.5% | +47.8% |
| 1Y | +45.5% | +17.3% | +28.2% | +41.5% |
| 3Y | +116.3% | +249.3% | -133.0% | +75.9% |
| 5Y | +204.3% | +240.9% | -36.6% | +143.2% |
| 10Y | +526.3% | +337.3% | +189.0% | +346.6% |
| All | +1,354.8% | +508.0% | +846.8% | +791.6% |
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 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