+199.3%
URI vs CBOE
+179.0%
+20.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.0% | +6.9% |
| 7D | -4.0% | +1.0% | -5.0% | -4.0% |
| 30D | +6.8% | +16.0% | -9.2% | +6.5% |
| 3M | -2.8% | +23.4% | -26.3% | -3.2% |
| 6M | +20.9% | +1.7% | +19.2% | +21.7% |
| YTD | +40.2% | +41.6% | -1.3% | +37.4% |
| 1Y | +34.1% | +38.5% | -4.4% | +31.6% |
| 3Y | +164.1% | +105.7% | +58.4% | +135.1% |
| 5Y | +199.3% | +185.4% | +13.9% | +116.1% |
| All | +199.3% | +179.0% | +20.3% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling