-6.1%
RDW vs CBOE
+136.7%
-142.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.3% |
| 7D | +0.9% | -5.8% | +6.7% | +0.7% |
| 30D | -21.3% | -3.1% | -18.1% | -21.3% |
| 3M | -37.9% | -4.8% | -33.1% | -37.6% |
| 6M | +12.3% | -0.6% | +12.8% | +13.1% |
| YTD | +39.7% | +12.8% | +26.9% | +40.0% |
| 1Y | +25.7% | +19.8% | +5.9% | +25.4% |
| 3Y | +230.8% | +86.9% | +143.9% | +174.4% |
| All | -6.1% | +136.7% | -142.8% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling