+207.3%
SHEL vs JD
+14.7%
+192.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | +3.0% | -3.0% | +6.0% | +3.4% |
| 30D | +7.2% | -19.3% | +26.5% | +9.9% |
| 3M | +12.9% | -6.0% | +18.9% | +13.6% |
| 6M | +13.7% | +1.8% | +11.9% | +13.0% |
| YTD | +33.7% | -2.6% | +36.2% | +33.4% |
| 1Y | +37.9% | -17.4% | +55.3% | +40.2% |
| 3Y | +70.2% | -8.6% | +78.8% | +66.9% |
| 5Y | +192.3% | -61.6% | +253.9% | +208.0% |
| 10Y | +207.3% | +16.9% | +190.4% | +142.2% |
| All | +207.3% | +14.7% | +192.6% | +142.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling