+149.3%
CBOE vs URA
+132.7%
+16.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | -0.8% | +5.7% | -6.5% | -0.8% |
| 30D | +2.7% | +5.6% | -2.9% | +2.7% |
| 3M | +0.7% | +6.2% | -5.5% | +0.8% |
| 6M | -2.0% | -8.2% | +6.3% | -1.8% |
| YTD | +17.1% | +9.7% | +7.5% | +16.4% |
| 1Y | +26.5% | +17.0% | +9.5% | +24.9% |
| 3Y | +96.1% | +118.5% | -22.3% | +82.7% |
| 5Y | +149.3% | +134.3% | +15.0% | +128.4% |
| All | +149.3% | +132.7% | +16.6% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling