-61.8%
JD vs SHAK
-27.4%
-34.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -2.6% | -11.0% | +8.4% | 0.0% |
| 30D | -15.4% | -14.0% | -1.3% | -12.5% |
| 3M | -5.0% | +13.3% | -18.3% | -8.5% |
| 6M | +0.9% | -35.3% | +36.2% | +8.9% |
| YTD | -2.5% | -24.0% | +21.5% | +0.3% |
| 1Y | -16.0% | -36.7% | +20.7% | -9.9% |
| 3Y | -8.5% | -5.4% | -3.2% | -24.4% |
| 5Y | -61.8% | -24.9% | -36.9% | -69.4% |
| All | -61.8% | -27.4% | -34.3% | -69.4% |
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 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