-22.1%
ROP vs CBOE
+29.2%
-51.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -4.4% | -3.6% | -0.8% | -4.3% |
| 30D | +3.2% | +5.1% | -1.8% | +3.0% |
| 3M | +23.1% | +4.6% | +18.4% | +22.6% |
| 6M | +13.3% | -0.3% | +13.6% | +9.9% |
| YTD | -7.9% | +19.8% | -27.6% | -11.9% |
| 1Y | -22.1% | +28.4% | -50.4% | -26.5% |
| All | -22.1% | +29.2% | -51.2% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling