-22.3%
RMD vs CBOE
+145.0%
-167.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.1% |
| 7D | -4.2% | -3.7% | -0.5% | -3.6% |
| 30D | -2.1% | +2.0% | -4.0% | -2.5% |
| 3M | +13.8% | -4.2% | +18.0% | +14.4% |
| 6M | -10.6% | +1.2% | -11.8% | -11.5% |
| YTD | -8.1% | +15.4% | -23.5% | -11.5% |
| 1Y | -18.0% | +23.5% | -41.5% | -22.2% |
| 3Y | +52.9% | +93.2% | -40.3% | +24.3% |
| 5Y | -22.3% | +142.0% | -164.2% | -45.1% |
| All | -22.3% | +145.0% | -167.2% | -45.1% |
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