-9.7%
JD vs CBOE
+39.5%
-49.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.8% | +3.0% |
| 7D | +9.0% | +7.7% | +1.2% | +8.6% |
| 30D | +5.2% | +24.4% | -19.2% | +4.0% |
| 3M | -15.9% | +20.0% | -35.9% | -16.8% |
| 6M | -7.7% | +2.4% | -10.0% | -8.7% |
| YTD | +0.1% | +38.5% | -38.5% | -0.6% |
| 1Y | -9.7% | +39.0% | -48.7% | -10.5% |
| All | -9.7% | +39.5% | -49.2% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling