+519.9%
RVMD vs CBOE
+89.1%
+430.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.1% |
| 7D | -3.0% | -5.8% | +2.8% | -3.1% |
| 30D | -0.7% | -3.1% | +2.4% | -0.7% |
| 3M | +36.5% | -4.8% | +41.3% | +37.5% |
| 6M | +104.6% | -0.6% | +105.2% | +106.2% |
| YTD | +155.8% | +12.8% | +143.0% | +160.2% |
| 1Y | +340.7% | +19.8% | +320.9% | +353.1% |
| 3Y | +519.9% | +86.9% | +433.0% | +442.7% |
| All | +519.9% | +89.1% | +430.8% | +442.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling