+220.7%
ROL vs CBOE
+524.9%
-304.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.1% |
| 7D | +3.0% | +6.3% | -3.3% | +1.3% |
| 30D | +19.8% | +24.9% | -5.2% | +12.7% |
| 3M | +7.9% | +28.5% | -20.5% | +0.5% |
| 6M | -25.6% | +2.9% | -28.5% | -26.9% |
| YTD | -34.1% | +50.7% | -84.8% | -42.1% |
| 1Y | -31.4% | +45.5% | -76.9% | -39.1% |
| 3Y | +4.7% | +116.3% | -111.7% | -17.9% |
| 5Y | +15.6% | +204.3% | -188.7% | -19.2% |
| All | +220.7% | +524.9% | -304.2% | +75.4% |
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