+50.8%
RMBS vs CBOE
+93.5%
-42.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -3.4% |
| 7D | +1.2% | -3.7% | +4.9% | -0.8% |
| 30D | -11.5% | +2.0% | -13.4% | -10.5% |
| 3M | -38.2% | -4.2% | -34.0% | -39.2% |
| 6M | -4.8% | +1.2% | -5.9% | 0.0% |
| YTD | -7.1% | +15.4% | -22.5% | +7.1% |
| 1Y | +10.7% | +23.5% | -12.8% | +34.6% |
| All | +50.8% | +93.5% | -42.7% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling