-23.6%
RKT vs CBOE
+267.5%
-291.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.7% |
| 7D | +6.0% | -4.6% | +10.6% | +6.2% |
| 30D | +0.7% | +2.6% | -2.0% | +0.5% |
| 3M | +11.8% | +4.9% | +6.9% | +11.4% |
| 6M | -7.6% | -2.2% | -5.5% | -7.6% |
| YTD | -28.7% | +17.7% | -46.4% | -30.3% |
| 1Y | -32.6% | +26.1% | -58.6% | -34.6% |
| 3Y | +42.1% | +97.1% | -55.0% | +24.7% |
| 5Y | -7.2% | +149.2% | -156.3% | -23.8% |
| All | -23.6% | +267.5% | -291.1% | -41.5% |
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