+1,056.2%
CBOE vs RVTY
+524.1%
+532.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -3.6% | +1.1% | -4.7% | -3.8% |
| 30D | +5.1% | +13.2% | -8.1% | +3.0% |
| 3M | +4.6% | +27.2% | -22.6% | +0.4% |
| 6M | -0.3% | +32.4% | -32.7% | -5.2% |
| YTD | +19.8% | +34.9% | -15.1% | +13.1% |
| 1Y | +28.4% | +52.4% | -24.0% | +18.2% |
| 3Y | +104.1% | +12.3% | +91.8% | +93.7% |
| 5Y | +150.9% | -30.8% | +181.7% | +161.4% |
| 10Y | +393.5% | +150.7% | +242.8% | +251.0% |
| All | +1,056.2% | +524.1% | +532.1% | +562.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling