+1,024.7%
ROL vs CBOE
+1,316.0%
-291.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.7% | +4.5% | -6.2% | -2.9% |
| 30D | +18.5% | +26.2% | -7.7% | +10.7% |
| 3M | +4.3% | +27.1% | -22.8% | -3.0% |
| 6M | -27.7% | +4.2% | -31.9% | -29.3% |
| YTD | -35.8% | +48.0% | -83.8% | -43.8% |
| 1Y | -34.1% | +42.4% | -76.5% | -41.6% |
| 3Y | +2.9% | +116.8% | -113.9% | -20.6% |
| 5Y | +12.7% | +199.0% | -186.3% | -22.2% |
| 10Y | +212.6% | +515.4% | -302.8% | +64.8% |
| All | +1,024.7% | +1,316.0% | -291.2% | +286.1% |
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