+73.7%
RIO vs CBOE
+29.2%
+44.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | 0.0% | -3.6% | +3.6% | -0.4% |
| 30D | +4.0% | +5.1% | -1.1% | +4.6% |
| 3M | +0.1% | +4.6% | -4.5% | +0.8% |
| 6M | +12.7% | -0.3% | +13.0% | +13.6% |
| YTD | +35.6% | +19.8% | +15.8% | +38.7% |
| 1Y | +73.7% | +28.4% | +45.3% | +77.0% |
| All | +73.7% | +29.2% | +44.5% | +77.0% |
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 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