+125.0%
URI vs CBOE
+95.4%
+29.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.2% |
| 7D | +2.5% | -4.6% | +7.2% | +1.7% |
| 30D | -12.5% | +2.6% | -15.2% | -12.0% |
| 3M | -6.2% | +4.9% | -11.1% | -5.0% |
| 6M | +25.9% | -2.2% | +28.0% | +26.3% |
| YTD | +26.2% | +17.7% | +8.5% | +33.1% |
| 1Y | +5.5% | +26.1% | -20.6% | +13.8% |
| 3Y | +125.0% | +97.1% | +27.9% | +163.4% |
| All | +125.0% | +95.4% | +29.6% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling