+420.8%
RSG vs CBOE
+368.5%
+52.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.4% |
| 7D | 0.0% | -5.8% | +5.8% | +1.6% |
| 30D | +4.0% | -3.1% | +7.1% | +4.7% |
| 3M | +7.4% | -4.8% | +12.1% | +8.1% |
| 6M | +0.1% | -0.6% | +0.7% | -1.3% |
| YTD | +6.0% | +12.8% | -6.8% | +0.6% |
| 1Y | -3.0% | +19.8% | -22.7% | -9.7% |
| 3Y | +56.5% | +86.9% | -30.4% | +24.7% |
| 5Y | +90.9% | +136.5% | -45.6% | +39.1% |
| All | +420.8% | +368.5% | +52.3% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling