-42.2%
RIG vs CBOE
+368.5%
-410.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.2% |
| 7D | -3.1% | -5.8% | +2.7% | -1.7% |
| 30D | -0.5% | -3.1% | +2.6% | 0.0% |
| 3M | -6.0% | -4.8% | -1.2% | -5.4% |
| 6M | -10.1% | -0.6% | -9.6% | -11.0% |
| YTD | +37.3% | +12.8% | +24.5% | +31.5% |
| 1Y | +73.9% | +19.8% | +54.2% | +63.8% |
| 3Y | -30.2% | +86.9% | -117.1% | -44.6% |
| 5Y | +62.5% | +136.5% | -74.1% | +16.9% |
| All | -42.2% | +368.5% | -410.7% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling