+133.2%
XRT vs CBOE
+524.9%
-391.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | +1.7% | +6.3% | -4.5% | +0.6% |
| 30D | +7.5% | +24.9% | -17.4% | +3.0% |
| 3M | +2.2% | +28.5% | -26.3% | -2.9% |
| 6M | +14.7% | +2.9% | +11.8% | +13.5% |
| YTD | +7.5% | +50.7% | -43.2% | -2.7% |
| 1Y | +14.1% | +45.5% | -31.4% | +4.1% |
| 3Y | +58.8% | +116.3% | -57.6% | +27.8% |
| 5Y | -3.9% | +204.3% | -208.2% | -31.6% |
| All | +133.2% | +524.9% | -391.7% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling