-5.2%
ROP vs CBOE
+119.7%
-124.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.3% |
| 7D | +0.7% | +6.3% | -5.6% | +0.1% |
| 30D | +28.8% | +24.9% | +3.8% | +26.4% |
| 3M | +21.1% | +28.5% | -7.4% | +18.5% |
| 6M | +52.5% | +2.9% | +49.7% | +50.0% |
| YTD | +8.9% | +50.7% | -41.8% | +4.5% |
| 1Y | +8.2% | +45.5% | -37.2% | +4.1% |
| 3Y | -5.2% | +116.3% | -121.5% | -11.7% |
| All | -5.2% | +119.7% | -124.8% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling