+1,151.9%
URI vs CBOE
+514.1%
+637.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +9.3% | +4.5% | +4.8% | +8.1% |
| 30D | +7.6% | +26.2% | -18.6% | +0.8% |
| 3M | +1.0% | +27.1% | -26.1% | -5.9% |
| 6M | +19.8% | +4.2% | +15.7% | +17.2% |
| YTD | +41.9% | +48.0% | -6.2% | +22.9% |
| 1Y | +33.4% | +42.4% | -9.1% | +16.9% |
| 3Y | +156.0% | +116.8% | +39.2% | +83.9% |
| 5Y | +209.5% | +199.0% | +10.5% | +87.9% |
| All | +1,151.9% | +514.1% | +637.8% | +482.6% |
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