+119.9%
XRT vs CBOE
+379.3%
-259.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -3.6% | -3.7% | +0.1% | -2.9% |
| 30D | -6.7% | +2.0% | -8.7% | -7.2% |
| 3M | -1.4% | -4.2% | +2.9% | -1.0% |
| 6M | +1.7% | +1.2% | +0.5% | +0.1% |
| YTD | -1.5% | +15.4% | -16.9% | -6.1% |
| 1Y | -2.5% | +23.5% | -26.0% | -8.7% |
| 3Y | +39.9% | +93.2% | -53.3% | +12.7% |
| 5Y | -2.6% | +142.0% | -144.6% | -27.9% |
| All | +119.9% | +379.3% | -259.3% | +21.8% |
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