+212.8%
RDDT vs CBOE
+58.5%
+154.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +0.8% |
| 7D | +2.1% | -5.8% | +8.0% | +0.2% |
| 30D | +2.8% | -3.1% | +6.0% | +1.8% |
| 3M | -8.9% | -4.8% | -4.2% | -9.9% |
| 6M | +15.1% | -0.6% | +15.6% | +17.1% |
| YTD | -31.4% | +12.8% | -44.2% | -23.6% |
| 1Y | -39.4% | +19.8% | -59.2% | -29.3% |
| All | +212.8% | +58.5% | +154.3% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling