+435.5%
XRT vs CBOE
+1,045.3%
-609.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | -3.6% | +4.4% | +1.6% |
| 30D | -4.2% | +5.1% | -9.3% | -5.5% |
| 3M | +5.1% | +4.6% | +0.5% | +3.2% |
| 6M | +2.4% | -0.3% | +2.7% | +1.0% |
| YTD | +3.2% | +19.8% | -16.6% | -3.2% |
| 1Y | +1.5% | +28.4% | -26.8% | -6.7% |
| 3Y | +40.6% | +104.1% | -63.5% | +9.8% |
| 5Y | -1.0% | +150.9% | -151.9% | -28.3% |
| 10Y | +128.4% | +393.5% | -265.1% | +27.3% |
| All | +435.5% | +1,045.3% | -609.8% | +93.8% |
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 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