+643.2%
ROP vs CBOE
+1,045.3%
-402.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -4.4% | -3.6% | -0.8% | -3.5% |
| 30D | +3.2% | +5.1% | -1.8% | +1.6% |
| 3M | +23.1% | +4.6% | +18.4% | +20.7% |
| 6M | +13.3% | -0.3% | +13.6% | +11.5% |
| YTD | -7.9% | +19.8% | -27.6% | -14.5% |
| 1Y | -22.1% | +28.4% | -50.4% | -29.3% |
| 3Y | -16.8% | +104.1% | -120.9% | -36.3% |
| 5Y | -13.5% | +150.9% | -164.4% | -38.9% |
| 10Y | +137.7% | +393.5% | -255.8% | +29.8% |
| All | +643.2% | +1,045.3% | -402.2% | +179.5% |
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 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