+369.4%
CBOE vs URA
+361.2%
+8.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -1.2% |
| 7D | -3.7% | -1.5% | -2.2% | -3.6% |
| 30D | +2.0% | -0.4% | +2.3% | +1.9% |
| 3M | -4.2% | +6.3% | -10.5% | -4.9% |
| 6M | +1.2% | -14.0% | +15.2% | +1.8% |
| YTD | +15.4% | +5.3% | +10.1% | +13.2% |
| 1Y | +23.5% | +11.7% | +11.8% | +19.7% |
| 3Y | +93.2% | +109.8% | -16.6% | +68.4% |
| 5Y | +142.0% | +108.0% | +34.0% | +104.9% |
| All | +369.4% | +361.2% | +8.2% | +193.5% |
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