+1,014.0%
CBOE vs RRX
+225.0%
+789.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.2% |
| 7D | -3.7% | -3.7% | +0.1% | -3.2% |
| 30D | +2.0% | -9.3% | +11.3% | +3.3% |
| 3M | -4.2% | -21.8% | +17.5% | -1.8% |
| 6M | +1.2% | -22.0% | +23.2% | +2.9% |
| YTD | +15.4% | +11.9% | +3.4% | +9.8% |
| 1Y | +23.5% | +11.6% | +11.9% | +16.9% |
| 3Y | +93.2% | +2.2% | +91.0% | +77.6% |
| 5Y | +142.0% | +14.9% | +127.1% | +109.6% |
| 10Y | +379.2% | +214.2% | +165.0% | +200.3% |
| All | +1,014.0% | +225.0% | +789.1% | +531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling