+210.3%
RSP vs CBOE
+514.1%
-303.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.8% | +4.5% | -2.7% | +0.8% |
| 30D | +3.5% | +26.2% | -22.7% | -2.1% |
| 3M | +0.2% | +27.1% | -26.9% | -5.6% |
| 6M | +9.1% | +4.2% | +4.9% | +7.3% |
| YTD | +16.6% | +48.0% | -31.4% | +3.6% |
| 1Y | +17.9% | +42.4% | -24.5% | +5.8% |
| 3Y | +64.6% | +116.8% | -52.2% | +27.3% |
| 5Y | +48.4% | +199.0% | -150.6% | +1.3% |
| All | +210.3% | +514.1% | -303.7% | +73.1% |
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 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