+50.6%
RBRK vs CBOE
-1.0%
+51.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.7% |
| 7D | -7.5% | -5.8% | -1.7% | -7.9% |
| 30D | -10.4% | -3.1% | -7.3% | -10.3% |
| 3M | +21.3% | -4.8% | +26.0% | +21.3% |
| 6M | +50.6% | -0.6% | +51.2% | +35.4% |
| All | +50.6% | -1.0% | +51.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 6mo: compounded portfolio wealth divided by compounded CBOE 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…
6mo analysis · Full analysis span regression · 6 months rolling