+13.3%
RMBS vs CBOE
+29.2%
-15.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -0.3% | -3.6% | +3.3% | -1.7% |
| 30D | -12.2% | +5.1% | -17.2% | -10.2% |
| 3M | -49.5% | +4.6% | -54.1% | -47.9% |
| 6M | -7.1% | -0.3% | -6.9% | -1.5% |
| YTD | -7.0% | +19.8% | -26.7% | +15.6% |
| 1Y | +13.3% | +28.4% | -15.0% | +51.4% |
| All | +13.3% | +29.2% | -15.8% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling