-16.0%
JD vs CBOE
+24.1%
-40.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -2.6% | -3.7% | +1.1% | -2.5% |
| 30D | -15.4% | +2.0% | -17.3% | -15.4% |
| 3M | -5.0% | -4.2% | -0.8% | -5.9% |
| 6M | +0.9% | +1.2% | -0.3% | +2.8% |
| YTD | -2.5% | +15.4% | -17.9% | +0.2% |
| 1Y | -16.0% | +23.5% | -39.5% | -12.0% |
| All | -16.0% | +24.1% | -40.1% | -12.0% |
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