-9.7%
RKT vs CBOE
+145.0%
-154.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -7.2% | -3.7% | -3.6% | -7.0% |
| 30D | -7.9% | +2.0% | -9.9% | -8.1% |
| 3M | +5.2% | -4.2% | +9.4% | +6.0% |
| 6M | -14.9% | +1.2% | -16.1% | -15.8% |
| YTD | -31.9% | +15.4% | -47.3% | -34.3% |
| 1Y | -36.9% | +23.5% | -60.4% | -39.9% |
| 3Y | +35.7% | +93.2% | -57.5% | +7.5% |
| 5Y | -9.7% | +142.0% | -151.6% | -37.1% |
| All | -9.7% | +145.0% | -154.6% | -37.1% |
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