+45.9%
ROK vs CBOE
+145.0%
-99.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | -1.6% | -3.7% | +2.1% | -1.5% |
| 30D | -5.4% | +2.0% | -7.4% | -5.5% |
| 3M | -4.0% | -4.2% | +0.3% | -3.6% |
| 6M | +13.3% | +1.2% | +12.2% | +12.9% |
| YTD | +9.3% | +15.4% | -6.0% | +7.3% |
| 1Y | +25.8% | +23.5% | +2.3% | +22.4% |
| 3Y | +49.1% | +93.2% | -44.1% | +25.4% |
| 5Y | +45.9% | +142.0% | -96.1% | +8.5% |
| All | +45.9% | +145.0% | -99.1% | +8.5% |
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 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