+711.5%
RMD vs CBOE
+1,025.9%
-314.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | -4.5% | -4.6% | +0.2% | -3.3% |
| 30D | +4.6% | +2.6% | +2.0% | +3.6% |
| 3M | +14.8% | +4.9% | +9.8% | +12.4% |
| 6M | -12.1% | -2.2% | -9.9% | -12.8% |
| YTD | -7.5% | +17.7% | -25.2% | -13.0% |
| 1Y | -20.1% | +26.1% | -46.1% | -26.4% |
| 3Y | +53.9% | +97.1% | -43.2% | +21.8% |
| 5Y | -22.2% | +149.2% | -171.4% | -43.4% |
| 10Y | +268.2% | +385.1% | -116.8% | +111.7% |
| All | +711.5% | +1,025.9% | -314.4% | +220.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling