+9,396.5%
URI vs CBOE
+1,317.1%
+8,079.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.7% |
| 7D | +2.6% | +6.9% | -4.4% | -0.1% |
| 30D | +9.1% | +24.1% | -15.1% | -0.1% |
| 3M | +1.0% | +30.9% | -30.0% | -10.1% |
| 6M | +23.3% | +5.9% | +17.5% | +17.7% |
| YTD | +43.3% | +48.2% | -4.9% | +17.2% |
| 1Y | +35.9% | +43.5% | -7.5% | +12.6% |
| 3Y | +158.6% | +117.0% | +41.6% | +68.1% |
| 5Y | +213.1% | +203.4% | +9.8% | +67.4% |
| 10Y | +1,213.1% | +515.9% | +697.1% | +335.0% |
| All | +9,396.5% | +1,317.1% | +8,079.4% | +1,253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling