+139.8%
CBOE vs RRX
+17.8%
+122.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.2% |
| 7D | -5.8% | -0.3% | -5.5% | -5.8% |
| 30D | -3.1% | -6.1% | +3.0% | -3.3% |
| 3M | -4.8% | -23.1% | +18.3% | -5.1% |
| 6M | -0.6% | -19.5% | +19.0% | -0.8% |
| YTD | +12.8% | +16.1% | -3.3% | +12.2% |
| 1Y | +19.8% | +12.9% | +6.8% | +19.1% |
| 3Y | +86.9% | +7.9% | +79.0% | +84.6% |
| All | +139.8% | +17.8% | +122.0% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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