+205.1%
ROL vs CBOE
+379.3%
-174.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -3.2% | -3.7% | +0.5% | -2.3% |
| 30D | -6.6% | +2.0% | -8.6% | -7.2% |
| 3M | -27.3% | -4.2% | -23.1% | -26.9% |
| 6M | -38.1% | +1.2% | -39.3% | -39.0% |
| YTD | -41.8% | +15.4% | -57.1% | -44.8% |
| 1Y | -37.8% | +23.5% | -61.3% | -42.2% |
| 3Y | -0.3% | +93.2% | -93.5% | -19.4% |
| 5Y | -5.1% | +142.0% | -147.0% | -28.9% |
| All | +205.1% | +379.3% | -174.2% | +96.8% |
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