+54.6%
JD vs CBOE
+772.1%
-717.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.7% | -0.8% |
| 7D | +5.2% | +6.0% | -0.8% | +4.2% |
| 30D | +4.5% | +19.9% | -15.4% | +1.4% |
| 3M | -15.4% | +28.4% | -43.8% | -19.0% |
| 6M | -6.0% | +5.2% | -11.2% | -7.4% |
| YTD | +2.2% | +46.4% | -44.3% | -5.3% |
| 1Y | -6.7% | +41.8% | -48.5% | -13.0% |
| 3Y | +20.5% | +114.4% | -93.9% | +1.7% |
| 5Y | -58.4% | +202.9% | -261.3% | -68.0% |
| 10Y | +32.5% | +511.3% | -478.8% | -13.6% |
| All | +54.6% | +772.1% | -717.5% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling