-85.2%
RIG vs CBOE
+1,020.3%
-1,105.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -8.2% | -0.8% | -7.4% | -8.1% |
| 30D | -0.2% | +2.7% | -2.9% | -0.9% |
| 3M | -2.7% | +0.7% | -3.4% | -3.3% |
| 6M | -7.5% | -2.0% | -5.5% | -8.0% |
| YTD | +38.3% | +17.1% | +21.1% | +32.0% |
| 1Y | +81.8% | +26.5% | +55.3% | +70.4% |
| 3Y | -30.2% | +96.1% | -126.3% | -43.0% |
| 5Y | +59.9% | +149.3% | -89.4% | +20.9% |
| 10Y | -41.9% | +386.5% | -428.4% | -62.6% |
| All | -85.2% | +1,020.3% | -1,105.5% | -94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling