+2.2%
ROP vs CBOE
+202.6%
-200.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.3% | +0.1% |
| 7D | +0.7% | +6.3% | -5.6% | -0.4% |
| 30D | +28.8% | +24.9% | +3.8% | +23.9% |
| 3M | +21.1% | +28.5% | -7.4% | +15.7% |
| 6M | +52.5% | +2.9% | +49.7% | +50.9% |
| YTD | +8.9% | +50.7% | -41.8% | -1.0% |
| 1Y | +8.2% | +45.5% | -37.2% | -0.8% |
| 3Y | -5.2% | +116.3% | -121.5% | -22.8% |
| All | +2.2% | +202.6% | -200.5% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling