+584.5%
RIO vs CBOE
+368.5%
+216.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | -3.2% | -5.8% | +2.6% | -2.1% |
| 30D | +0.9% | -3.1% | +4.1% | +1.4% |
| 3M | -1.4% | -4.8% | +3.3% | -1.0% |
| 6M | +10.9% | -0.6% | +11.5% | +9.5% |
| YTD | +31.2% | +12.8% | +18.4% | +25.4% |
| 1Y | +67.9% | +19.8% | +48.1% | +57.9% |
| 3Y | +88.8% | +86.9% | +1.9% | +55.1% |
| 5Y | +93.1% | +136.5% | -43.4% | +46.5% |
| All | +584.5% | +368.5% | +216.0% | +277.6% |
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