+991.2%
ROK vs CBOE
+1,020.3%
-29.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | -1.8% | +2.7% | -4.5% | -2.7% |
| 3M | -7.2% | +0.7% | -7.9% | -8.2% |
| 6M | +14.2% | -2.0% | +16.1% | +12.7% |
| YTD | +10.6% | +17.1% | -6.6% | +3.2% |
| 1Y | +25.9% | +26.5% | -0.6% | +14.4% |
| 3Y | +50.8% | +96.1% | -45.4% | +14.7% |
| 5Y | +47.0% | +149.3% | -102.3% | +1.3% |
| 10Y | +354.9% | +386.5% | -31.6% | +137.5% |
| All | +991.2% | +1,020.3% | -29.2% | +253.0% |
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