-7.2%
JD vs SHAK
-3.6%
-3.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.1% | -1.9% |
| 7D | -3.0% | -7.2% | +4.2% | -2.4% |
| 30D | -19.3% | -11.8% | -7.5% | -18.5% |
| 3M | -6.0% | +17.2% | -23.2% | -7.6% |
| 6M | +1.8% | -34.1% | +35.9% | +4.7% |
| YTD | -2.6% | -22.4% | +19.8% | -1.4% |
| 1Y | -17.4% | -35.9% | +18.5% | -15.2% |
| All | -7.2% | -3.6% | -3.6% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling