+235.9%
ROIV vs CBOE
+245.0%
-9.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +0.6% | -3.6% | +4.3% | +1.0% |
| 30D | +1.0% | +5.1% | -4.1% | +0.4% |
| 3M | +18.3% | +4.6% | +13.7% | +17.3% |
| 6M | +18.3% | -0.3% | +18.6% | +17.8% |
| YTD | +61.0% | +19.8% | +41.2% | +55.3% |
| 1Y | +177.9% | +28.4% | +149.5% | +165.1% |
| 3Y | +199.1% | +104.1% | +95.0% | +152.3% |
| 5Y | +250.7% | +150.9% | +99.8% | +167.2% |
| All | +235.9% | +245.0% | -9.1% | +148.6% |
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