+88.7%
RIG vs CBOE
+29.2%
+59.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +0.9% | -3.6% | +4.5% | +1.2% |
| 30D | +13.8% | +5.1% | +8.7% | +12.9% |
| 3M | -6.4% | +4.6% | -11.0% | -7.2% |
| 6M | -8.2% | -0.3% | -7.9% | -6.7% |
| YTD | +41.6% | +19.8% | +21.9% | +41.9% |
| 1Y | +88.7% | +28.4% | +60.4% | +89.1% |
| All | +88.7% | +29.2% | +59.5% | +89.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling