+597.7%
RSP vs CBOE
+1,341.0%
-743.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.2% |
| 7D | +2.4% | +6.3% | -3.9% | +0.8% |
| 30D | +4.3% | +24.9% | -20.7% | -1.5% |
| 3M | -0.3% | +28.5% | -28.8% | -6.9% |
| 6M | +9.8% | +2.9% | +6.9% | +7.9% |
| YTD | +16.8% | +50.7% | -33.8% | +2.6% |
| 1Y | +19.5% | +45.5% | -26.0% | +6.0% |
| 3Y | +65.1% | +116.3% | -51.2% | +27.7% |
| 5Y | +48.7% | +204.3% | -155.6% | +1.9% |
| 10Y | +213.6% | +526.3% | -312.7% | +66.5% |
| All | +597.7% | +1,341.0% | -743.3% | +152.7% |
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