+348.5%
ROK vs CBOE
+368.5%
-20.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.2% |
| 7D | -1.2% | -5.8% | +4.6% | +0.1% |
| 30D | -4.8% | -3.1% | -1.7% | -4.3% |
| 3M | -6.1% | -4.8% | -1.3% | -5.6% |
| 6M | +15.5% | -0.6% | +16.0% | +13.6% |
| YTD | +11.2% | +12.8% | -1.6% | +5.3% |
| 1Y | +23.8% | +19.8% | +4.1% | +15.0% |
| 3Y | +53.1% | +86.9% | -33.8% | +18.7% |
| 5Y | +48.3% | +136.5% | -88.2% | +3.6% |
| All | +348.5% | +368.5% | -20.0% | +141.5% |
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