+9.7%
URI vs CBOE
+26.0%
-16.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +5.0% | -0.8% | +5.8% | +4.9% |
| 30D | -9.4% | +2.7% | -12.1% | -9.2% |
| 3M | -5.8% | +0.7% | -6.5% | -5.3% |
| 6M | +25.8% | -2.0% | +27.8% | +25.7% |
| YTD | +27.9% | +17.1% | +10.7% | +29.1% |
| 1Y | +9.7% | +26.5% | -16.8% | +13.2% |
| All | +9.7% | +26.0% | -16.3% | +13.2% |
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