-5.4%
JD vs CBOE
+29.2%
-34.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -3.6% | +2.0% | -1.6% |
| 30D | -13.2% | +5.1% | -18.2% | -13.2% |
| 3M | -3.2% | +4.6% | -7.8% | -3.7% |
| 6M | +15.2% | -0.3% | +15.5% | +16.8% |
| YTD | +2.0% | +19.8% | -17.8% | +5.2% |
| 1Y | -5.4% | +28.4% | -33.7% | +0.1% |
| All | -5.4% | +29.2% | -34.5% | +0.1% |
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 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