+271.5%
RMD vs CBOE
+368.5%
-97.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | -4.4% | -5.8% | +1.4% | -3.0% |
| 30D | -3.1% | -3.1% | 0.0% | -2.6% |
| 3M | +13.8% | -4.8% | +18.5% | +14.4% |
| 6M | -8.6% | -0.6% | -8.0% | -9.8% |
| YTD | -8.6% | +12.8% | -21.4% | -13.0% |
| 1Y | -19.7% | +19.8% | -39.4% | -25.0% |
| 3Y | +48.4% | +86.9% | -38.6% | +18.8% |
| 5Y | -22.7% | +136.5% | -159.3% | -43.6% |
| All | +271.5% | +368.5% | -97.0% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling