+32.3%
JD vs CBOE
+514.1%
-481.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.0% | +4.5% | -8.5% | -4.7% |
| 30D | +2.7% | +26.2% | -23.6% | -1.1% |
| 3M | -13.0% | +27.1% | -40.2% | -16.4% |
| 6M | -12.7% | +4.2% | -16.9% | -13.8% |
| YTD | -0.8% | +48.0% | -48.9% | -7.9% |
| 1Y | -8.9% | +42.4% | -51.3% | -14.9% |
| 3Y | +17.0% | +116.8% | -99.8% | -0.9% |
| 5Y | -63.5% | +199.0% | -262.5% | -71.8% |
| All | +32.3% | +514.1% | -481.7% | +7.6% |
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 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