+52.4%
JD vs CBOE
+797.4%
-745.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.2% | +1.2% |
| 7D | -4.1% | +6.3% | -10.4% | -5.1% |
| 30D | +4.6% | +24.9% | -20.3% | +0.8% |
| 3M | -4.7% | +28.5% | -33.2% | -8.8% |
| 6M | -17.4% | +2.9% | -20.2% | -18.2% |
| YTD | +0.7% | +50.7% | -50.0% | -7.1% |
| 1Y | -5.9% | +45.5% | -51.4% | -12.6% |
| 3Y | +18.9% | +116.3% | -97.5% | +0.4% |
| 5Y | -62.9% | +204.3% | -267.3% | -71.5% |
| 10Y | +32.5% | +526.3% | -493.8% | -13.8% |
| All | +52.4% | +797.4% | -745.0% | -6.9% |
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