+72.5%
RMD vs CBOE
+119.7%
-47.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.3% |
| 7D | +2.1% | +6.3% | -4.2% | +2.1% |
| 30D | +2.1% | +24.9% | -22.9% | +2.1% |
| 3M | +6.2% | +28.5% | -22.2% | +6.2% |
| 6M | +19.4% | +2.9% | +16.5% | +19.8% |
| YTD | +0.5% | +50.7% | -50.1% | +1.1% |
| 1Y | -3.9% | +45.5% | -49.4% | -3.4% |
| 3Y | +72.5% | +116.3% | -43.8% | +81.2% |
| All | +72.5% | +119.7% | -47.1% | +81.2% |
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