+738.3%
RMD vs CBOE
+1,045.3%
-307.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -5.0% | -3.6% | -1.4% | -4.2% |
| 30D | +2.2% | +5.1% | -2.9% | +0.7% |
| 3M | +17.8% | +4.6% | +13.2% | +15.5% |
| 6M | -11.3% | -0.3% | -11.1% | -12.5% |
| YTD | -4.4% | +19.8% | -24.2% | -10.5% |
| 1Y | -15.7% | +28.4% | -44.1% | -22.8% |
| 3Y | +47.7% | +104.1% | -56.4% | +15.8% |
| 5Y | -19.2% | +150.9% | -170.1% | -41.3% |
| 10Y | +280.4% | +393.5% | -113.1% | +117.7% |
| All | +738.3% | +1,045.3% | -307.0% | +230.0% |
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