+361.8%
RMBS vs CBOE
+1,020.3%
-658.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +3.5% | -0.8% | +4.2% | +3.6% |
| 30D | -8.6% | +2.7% | -11.3% | -9.2% |
| 3M | -40.3% | +0.7% | -41.0% | -40.8% |
| 6M | -1.0% | -2.0% | +1.0% | -2.4% |
| YTD | -4.6% | +17.1% | -21.8% | -10.4% |
| 1Y | +17.6% | +26.5% | -8.9% | +7.7% |
| 3Y | +58.6% | +96.1% | -37.5% | +20.3% |
| 5Y | +270.9% | +149.3% | +121.6% | +154.3% |
| 10Y | +569.1% | +386.5% | +182.6% | +244.2% |
| All | +361.8% | +1,020.3% | -658.5% | +47.0% |
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