+96.1%
ROST vs CBOE
+93.5%
+2.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -2.5% | -3.7% | +1.2% | -2.3% |
| 30D | -10.3% | +2.0% | -12.2% | -10.4% |
| 3M | -2.6% | -4.2% | +1.7% | -3.0% |
| 6M | +6.5% | +1.2% | +5.4% | +6.4% |
| YTD | +25.9% | +15.4% | +10.5% | +25.9% |
| 1Y | +52.3% | +23.5% | +28.8% | +52.4% |
| All | +96.1% | +93.5% | +2.7% | +84.1% |
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 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