+618.6%
RVMD vs CBOE
+159.2%
+459.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.7% | -0.8% | 0.0% | -0.5% |
| 30D | +0.3% | +2.7% | -2.3% | -0.7% |
| 3M | +38.9% | +0.7% | +38.2% | +36.9% |
| 6M | +108.1% | -2.0% | +110.1% | +105.1% |
| YTD | +160.7% | +17.1% | +143.6% | +139.7% |
| 1Y | +407.3% | +26.5% | +380.8% | +352.4% |
| 3Y | +546.6% | +96.1% | +450.4% | +345.4% |
| 5Y | +579.8% | +149.3% | +430.5% | +305.5% |
| All | +618.6% | +159.2% | +459.4% | +389.3% |
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