+16.4%
JD vs CBOE
+379.3%
-362.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -2.6% | -3.7% | +1.1% | -2.0% |
| 30D | -15.4% | +2.0% | -17.3% | -15.7% |
| 3M | -5.0% | -4.2% | -0.8% | -4.7% |
| 6M | +0.9% | +1.2% | -0.3% | -0.1% |
| YTD | -2.5% | +15.4% | -17.9% | -5.8% |
| 1Y | -16.0% | +23.5% | -39.5% | -19.9% |
| 3Y | -8.5% | +93.2% | -101.7% | -22.0% |
| 5Y | -61.8% | +142.0% | -203.7% | -69.4% |
| All | +16.4% | +379.3% | -362.9% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling