+16.5%
JD vs SHAK
+87.2%
-70.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.5% |
| 7D | -4.2% | -8.3% | +4.0% | -2.7% |
| 30D | -14.4% | -12.6% | -1.8% | -12.2% |
| 3M | -3.6% | +9.1% | -12.7% | -5.8% |
| 6M | -0.3% | -31.2% | +30.9% | +4.9% |
| YTD | -2.4% | -21.6% | +19.2% | -0.4% |
| 1Y | -18.5% | -38.8% | +20.2% | -12.9% |
| 3Y | -7.0% | +0.6% | -7.6% | -16.7% |
| 5Y | -61.7% | -22.5% | -39.2% | -65.3% |
| All | +16.5% | +87.2% | -70.7% | -12.4% |
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