+459.1%
RIO vs CBOE
+1,025.9%
-566.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | +1.9% | -4.6% | +6.6% | +3.1% |
| 30D | +5.0% | +2.6% | +2.3% | +4.1% |
| 3M | +5.1% | +4.9% | +0.2% | +3.0% |
| 6M | +17.6% | -2.2% | +19.8% | +16.3% |
| YTD | +36.3% | +17.7% | +18.6% | +27.5% |
| 1Y | +71.2% | +26.1% | +45.1% | +56.7% |
| 3Y | +102.7% | +97.1% | +5.6% | +58.6% |
| 5Y | +99.6% | +149.2% | -49.6% | +43.0% |
| 10Y | +603.1% | +385.1% | +218.0% | +276.7% |
| All | +459.1% | +1,025.9% | -566.8% | +69.1% |
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