+34.4%
URI vs CBOE
+44.9%
-10.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.1% |
| 7D | +6.7% | +6.3% | +0.5% | +7.4% |
| 30D | +8.9% | +24.9% | -16.1% | +11.0% |
| 3M | +0.5% | +28.5% | -27.9% | +3.1% |
| 6M | +20.7% | +2.9% | +17.8% | +23.9% |
| YTD | +40.0% | +50.7% | -10.6% | +41.7% |
| 1Y | +34.4% | +45.5% | -11.1% | +34.8% |
| All | +34.4% | +44.9% | -10.5% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling