-5.9%
JD vs CBOE
+44.9%
-50.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.4% |
| 7D | -4.1% | +6.3% | -10.4% | -4.4% |
| 30D | +4.6% | +24.9% | -20.3% | +3.4% |
| 3M | -4.7% | +28.5% | -33.2% | -6.1% |
| 6M | -17.4% | +2.9% | -20.2% | -18.9% |
| YTD | +0.7% | +50.7% | -50.0% | -0.7% |
| 1Y | -5.9% | +45.5% | -51.4% | -6.4% |
| All | -5.9% | +44.9% | -50.8% | -6.4% |
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