-30.2%
RIG vs CBOE
+89.1%
-119.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -2.0% |
| 7D | -3.1% | -5.8% | +2.7% | -3.7% |
| 30D | -0.5% | -3.1% | +2.6% | -0.9% |
| 3M | -6.0% | -4.8% | -1.2% | -6.9% |
| 6M | -10.1% | -0.6% | -9.6% | -8.7% |
| YTD | +37.3% | +12.8% | +24.5% | +45.1% |
| 1Y | +73.9% | +19.8% | +54.2% | +87.8% |
| 3Y | -30.2% | +86.9% | -117.1% | -6.7% |
| All | -30.2% | +89.1% | -119.3% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling