+116.3%
CBOE vs RVTY
+85.4%
+31.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +1.7% |
| 7D | +6.3% | -0.5% | +6.7% | +6.2% |
| 30D | +24.9% | +1.5% | +23.4% | +25.0% |
| 3M | +28.5% | +31.5% | -3.0% | +30.1% |
| 6M | +2.9% | +62.7% | -59.8% | +5.1% |
| YTD | +50.7% | +60.0% | -9.3% | +54.1% |
| 1Y | +45.5% | +65.7% | -20.2% | +49.1% |
| 3Y | +116.3% | +85.2% | +31.1% | +128.9% |
| All | +116.3% | +85.4% | +31.0% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling