+39.0%
CBOE vs RNG
+179.4%
-140.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.7% | -9.6% | +17.3% | +8.0% |
| 30D | +24.4% | -1.4% | +25.8% | +24.4% |
| 3M | +20.0% | +28.8% | -8.7% | +19.1% |
| 6M | +2.4% | +65.6% | -63.2% | +1.3% |
| YTD | +38.5% | +171.4% | -132.8% | +35.8% |
| 1Y | +39.0% | +185.3% | -146.4% | +39.3% |
| All | +39.0% | +179.4% | -140.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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