+241.0%
RVMD vs CBOE
+39.5%
+201.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +5.8% | +7.7% | -1.9% | +5.5% |
| 30D | -3.8% | +24.4% | -28.3% | -5.1% |
| 3M | +3.2% | +20.0% | -16.8% | +2.4% |
| 6M | +35.0% | +2.4% | +32.7% | +41.7% |
| YTD | +150.7% | +38.5% | +112.2% | +100.5% |
| 1Y | +241.0% | +39.0% | +202.0% | +172.8% |
| All | +241.0% | +39.5% | +201.5% | +172.8% |
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