+958.4%
ROL vs CBOE
+1,045.3%
-86.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -1.4% | -3.6% | +2.2% | -0.4% |
| 30D | -4.1% | +5.1% | -9.2% | -5.6% |
| 3M | -22.5% | +4.6% | -27.1% | -24.1% |
| 6M | -37.7% | -0.3% | -37.4% | -38.4% |
| YTD | -39.6% | +19.8% | -59.3% | -43.6% |
| 1Y | -36.0% | +28.4% | -64.4% | -41.6% |
| 3Y | -5.1% | +104.1% | -109.2% | -25.7% |
| 5Y | -3.4% | +150.9% | -154.3% | -29.8% |
| 10Y | +215.2% | +393.5% | -178.2% | +77.3% |
| All | +958.4% | +1,045.3% | -86.9% | +287.3% |
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