+34.4%
JD vs SHAK
+97.6%
-63.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.9% |
| 7D | -4.1% | +4.3% | -8.4% | -5.0% |
| 30D | +4.6% | +9.0% | -4.4% | +2.6% |
| 3M | -4.7% | +1.8% | -6.6% | -5.6% |
| 6M | -17.4% | +17.3% | -34.7% | -21.0% |
| YTD | +0.7% | -7.6% | +8.3% | -0.9% |
| 1Y | -5.9% | -16.9% | +11.0% | -5.5% |
| 3Y | +18.9% | +35.1% | -16.2% | -0.7% |
| 5Y | -62.9% | -11.3% | -51.7% | -67.4% |
| All | +34.4% | +97.6% | -63.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling