-15.0%
ROP vs CBOE
+136.7%
-151.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -4.6% | -5.8% | +1.2% | -3.7% |
| 30D | -1.7% | -3.1% | +1.4% | -1.3% |
| 3M | +17.1% | -4.8% | +21.8% | +17.6% |
| 6M | +10.9% | -0.6% | +11.4% | +9.2% |
| YTD | -12.1% | +12.8% | -24.9% | -15.9% |
| 1Y | -24.2% | +19.8% | -44.0% | -28.5% |
| 3Y | -20.4% | +86.9% | -107.3% | -35.2% |
| All | -15.0% | +136.7% | -151.7% | -38.1% |
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 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