+116.3%
CBOE vs URA
+35.4%
+80.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.6% |
| 7D | +6.3% | -1.5% | +7.8% | +6.1% |
| 30D | +24.9% | -10.4% | +35.4% | +23.7% |
| 3M | +28.5% | -29.6% | +58.1% | +24.4% |
| 6M | +2.9% | -40.3% | +43.2% | -0.8% |
| YTD | +50.7% | -25.5% | +76.2% | +47.7% |
| 1Y | +45.5% | -26.4% | +71.9% | +42.6% |
| 3Y | +116.3% | +31.4% | +84.9% | +121.1% |
| All | +116.3% | +35.4% | +80.9% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling