-62.4%
JD vs SHAK
-12.1%
-50.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +0.8% |
| 7D | -4.1% | +4.3% | -8.4% | -5.2% |
| 30D | +4.6% | +9.0% | -4.4% | +2.2% |
| 3M | -4.7% | +1.8% | -6.6% | -5.7% |
| 6M | -17.4% | +17.3% | -34.7% | -21.8% |
| YTD | +0.7% | -7.6% | +8.3% | -1.6% |
| 1Y | -5.9% | -16.9% | +11.0% | -5.6% |
| 3Y | +18.9% | +35.1% | -16.2% | -15.2% |
| All | -62.4% | -12.1% | -50.3% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling