+17.9%
RSP vs CBOE
+42.5%
-24.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.8% | +4.5% | -2.7% | +1.9% |
| 30D | +3.5% | +26.2% | -22.7% | +4.2% |
| 3M | +0.2% | +27.1% | -26.9% | +1.0% |
| 6M | +9.1% | +4.2% | +4.9% | +9.6% |
| YTD | +16.6% | +48.0% | -31.4% | +17.9% |
| 1Y | +17.9% | +42.4% | -24.5% | +19.4% |
| All | +17.9% | +42.5% | -24.6% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling