+8,218.9%
URI vs CBOE
+1,045.3%
+7,173.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.0% | -3.6% | +1.6% | -0.7% |
| 30D | -12.9% | +5.1% | -18.0% | -14.9% |
| 3M | -6.7% | +4.6% | -11.3% | -9.8% |
| 6M | +19.0% | -0.3% | +19.3% | +15.7% |
| YTD | +25.5% | +19.8% | +5.8% | +12.4% |
| 1Y | +5.5% | +28.4% | -22.8% | -8.8% |
| 3Y | +111.3% | +104.1% | +7.2% | +38.5% |
| 5Y | +198.6% | +150.9% | +47.6% | +72.4% |
| 10Y | +1,179.9% | +393.5% | +786.4% | +366.5% |
| All | +8,218.9% | +1,045.3% | +7,173.6% | +1,198.6% |
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