+57.7%
USAR vs CBOE
+93.5%
-35.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -6.5% |
| 7D | -9.3% | -3.7% | -5.6% | -10.5% |
| 30D | -15.2% | +2.0% | -17.1% | -14.4% |
| 3M | -21.1% | -4.2% | -16.9% | -21.0% |
| 6M | -21.6% | +1.2% | -22.7% | -19.7% |
| YTD | +34.8% | +15.4% | +19.4% | +40.9% |
| 1Y | +15.6% | +23.5% | -7.8% | +23.0% |
| All | +57.7% | +93.5% | -35.7% | +74.1% |
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 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