+139.8%
CBOE vs RNG
-68.4%
+208.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -5.8% | -6.1% | +0.3% | -5.6% |
| 30D | -3.1% | +9.6% | -12.8% | -3.4% |
| 3M | -4.8% | +83.3% | -88.1% | -6.5% |
| 6M | -0.6% | +77.9% | -78.5% | -2.5% |
| YTD | +12.8% | +139.9% | -127.1% | +9.4% |
| 1Y | +19.8% | +121.7% | -101.9% | +16.5% |
| 3Y | +86.9% | +121.9% | -34.9% | +79.7% |
| All | +139.8% | -68.4% | +208.2% | +161.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling