+220.3%
SHEL vs JD
+31.5%
+188.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +0.8% | -4.1% | +4.9% | +1.3% |
| 30D | -3.6% | +4.6% | -8.2% | -4.2% |
| 3M | +12.0% | -4.7% | +16.8% | +12.5% |
| 6M | +19.7% | -17.4% | +37.1% | +22.1% |
| YTD | +39.6% | +0.7% | +38.9% | +38.7% |
| 1Y | +36.4% | -5.9% | +42.3% | +36.6% |
| 3Y | +70.2% | +18.9% | +51.3% | +61.5% |
| 5Y | +169.2% | -62.9% | +232.2% | +186.7% |
| All | +220.3% | +31.5% | +188.9% | +154.2% |
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