+508.0%
CBOE vs URA
+272.2%
+235.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.1% |
| 7D | +4.5% | +4.5% | 0.0% | +4.2% |
| 30D | +26.2% | -13.4% | +39.7% | +27.2% |
| 3M | +27.1% | -28.4% | +55.5% | +29.5% |
| 6M | +4.2% | -40.5% | +44.6% | +7.4% |
| YTD | +48.0% | -24.3% | +72.3% | +48.0% |
| 1Y | +42.4% | -28.8% | +71.3% | +43.1% |
| 3Y | +116.8% | +37.6% | +79.2% | +96.1% |
| 5Y | +199.0% | +30.7% | +168.4% | +166.1% |
| All | +508.0% | +272.2% | +235.7% | +269.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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