+1,771.1%
ROST vs CBOE
+1,025.9%
+745.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +0.2% | -4.6% | +4.9% | +1.5% |
| 30D | -10.0% | +2.6% | -12.6% | -10.8% |
| 3M | +1.2% | +4.9% | -3.7% | -0.9% |
| 6M | +8.9% | -2.2% | +11.1% | +8.1% |
| YTD | +28.1% | +17.7% | +10.3% | +20.0% |
| 1Y | +53.0% | +26.1% | +26.9% | +40.0% |
| 3Y | +97.9% | +97.1% | +0.7% | +53.2% |
| 5Y | +112.0% | +149.2% | -37.2% | +50.4% |
| 10Y | +303.0% | +385.1% | -82.1% | +133.9% |
| All | +1,771.1% | +1,025.9% | +745.2% | +739.3% |
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