+29.8%
JD vs SHAK
+47.7%
-17.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -13.2% | -6.6% | -6.5% | -12.1% |
| 3M | -3.2% | +30.1% | -33.2% | -8.5% |
| 6M | +15.2% | -28.7% | +44.0% | +20.3% |
| YTD | +2.0% | -14.5% | +16.5% | +2.3% |
| 1Y | -5.4% | -31.9% | +26.5% | -1.1% |
| 3Y | -9.1% | -1.0% | -8.2% | -17.2% |
| 5Y | -59.6% | -18.7% | -40.9% | -63.3% |
| 10Y | +26.2% | +98.1% | -71.9% | -10.9% |
| All | +29.8% | +47.7% | -17.8% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling