-6.3%
JD vs CBOE
+95.4%
-101.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.2% |
| 7D | -0.8% | -4.6% | +3.9% | -1.1% |
| 30D | -16.0% | +2.6% | -18.7% | -15.9% |
| 3M | -3.2% | +4.9% | -8.1% | -2.9% |
| 6M | +6.1% | -2.2% | +8.2% | +6.5% |
| YTD | -0.1% | +17.7% | -17.8% | +3.3% |
| 1Y | -12.7% | +26.1% | -38.8% | -8.6% |
| 3Y | -6.3% | +97.1% | -103.4% | -1.2% |
| All | -6.3% | +95.4% | -101.7% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling