+190.2%
SHEL vs JD
-61.6%
+251.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.7% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +8.7% | -16.0% | +24.7% | +10.1% |
| 3M | +11.0% | -3.2% | +14.2% | +11.1% |
| 6M | +14.6% | +6.1% | +8.5% | +13.7% |
| YTD | +33.3% | -0.1% | +33.4% | +32.9% |
| 1Y | +37.9% | -12.7% | +50.6% | +38.8% |
| 3Y | +69.7% | -6.3% | +76.0% | +68.1% |
| 5Y | +190.2% | -61.3% | +251.5% | +200.8% |
| All | +190.2% | -61.6% | +251.8% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling