+30.8%
RIO vs CBOE
+39.5%
-8.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | -1.6% | +7.7% | -9.3% | -0.7% |
| 30D | -11.6% | +24.4% | -36.0% | -9.4% |
| 3M | -12.7% | +20.0% | -32.7% | -10.8% |
| 6M | -12.4% | +2.4% | -14.7% | -11.3% |
| YTD | +11.0% | +38.5% | -27.5% | +14.1% |
| 1Y | +30.8% | +39.0% | -8.1% | +34.2% |
| All | +30.8% | +39.5% | -8.6% | +34.2% |
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