+37.9%
SHEL vs JD
-15.3%
+53.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | +3.0% | -3.0% | +6.0% | +3.2% |
| 30D | +7.2% | -19.3% | +26.5% | +8.8% |
| 3M | +12.9% | -6.0% | +18.9% | +13.3% |
| 6M | +13.7% | +1.8% | +11.9% | +12.5% |
| YTD | +33.7% | -2.6% | +36.2% | +32.2% |
| 1Y | +37.9% | -17.4% | +55.3% | +39.2% |
| All | +37.9% | -15.3% | +53.2% | +39.2% |
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 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