+1,271.8%
URI vs CBOE
+385.3%
+886.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | -9.4% | +2.7% | -12.1% | -10.3% |
| 3M | -5.8% | +0.7% | -6.5% | -7.0% |
| 6M | +25.8% | -2.0% | +27.8% | +24.0% |
| YTD | +27.9% | +17.1% | +10.7% | +18.3% |
| 1Y | +9.7% | +26.5% | -16.8% | -1.5% |
| 3Y | +128.0% | +96.1% | +31.9% | +63.1% |
| 5Y | +212.4% | +149.3% | +63.1% | +95.9% |
| 10Y | +1,271.8% | +386.5% | +885.3% | +434.0% |
| All | +1,271.8% | +385.3% | +886.5% | +434.0% |
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 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