+33.3%
SHEL vs JD
-5.6%
+39.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +6.8% | -13.2% | +20.0% | +7.8% |
| 3M | +8.1% | -3.2% | +11.3% | +8.3% |
| 6M | +14.4% | +15.2% | -0.8% | +12.0% |
| YTD | +30.0% | +2.0% | +28.0% | +28.3% |
| 1Y | +33.3% | -5.4% | +38.7% | +33.3% |
| All | +33.3% | -5.6% | +39.0% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling