-27.1%
RKT vs CBOE
+252.1%
-279.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | 0.0% |
| 7D | -6.3% | -5.8% | -0.4% | -6.0% |
| 30D | -6.2% | -3.1% | -3.0% | -6.1% |
| 3M | -1.9% | -4.8% | +2.9% | -1.4% |
| 6M | -13.0% | -0.6% | -12.4% | -13.5% |
| YTD | -31.9% | +12.8% | -44.7% | -33.4% |
| 1Y | -37.6% | +19.8% | -57.3% | -39.3% |
| 3Y | +36.8% | +86.9% | -50.1% | +20.6% |
| 5Y | -9.7% | +136.5% | -146.3% | -25.8% |
| All | -27.1% | +252.1% | -279.2% | -44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling