+266.8%
RMBS vs CBOE
+136.7%
+130.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.4% |
| 7D | +1.8% | -5.8% | +7.6% | +0.5% |
| 30D | -13.9% | -3.1% | -10.8% | -14.4% |
| 3M | -39.8% | -4.8% | -35.0% | -40.0% |
| 6M | -6.0% | -0.6% | -5.4% | -4.7% |
| YTD | -5.4% | +12.8% | -18.1% | -2.3% |
| 1Y | -1.8% | +19.8% | -21.6% | +2.2% |
| 3Y | +53.7% | +86.9% | -33.3% | +43.7% |
| All | +266.8% | +136.7% | +130.1% | +196.6% |
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 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