+1,210.8%
URI vs CBOE
+520.8%
+689.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.8% |
| 7D | +2.4% | +6.9% | -4.5% | +0.6% |
| 30D | +8.9% | +24.1% | -15.3% | +2.5% |
| 3M | +0.8% | +30.9% | -30.1% | -7.0% |
| 6M | +23.1% | +5.9% | +17.3% | +19.8% |
| YTD | +43.1% | +48.2% | -5.1% | +23.8% |
| 1Y | +35.7% | +43.5% | -7.8% | +18.7% |
| 3Y | +158.2% | +117.0% | +41.2% | +85.3% |
| 5Y | +212.6% | +203.4% | +9.2% | +88.3% |
| 10Y | +1,210.8% | +515.9% | +694.9% | +498.4% |
| All | +1,210.8% | +520.8% | +689.9% | +498.4% |
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