+115.7%
SHEL vs JD
+48.3%
+67.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +6.8% | -13.2% | +20.0% | +8.6% |
| 3M | +8.1% | -3.2% | +11.3% | +8.4% |
| 6M | +14.4% | +15.2% | -0.8% | +12.0% |
| YTD | +30.0% | +2.0% | +28.0% | +29.0% |
| 1Y | +33.3% | -5.4% | +38.7% | +33.4% |
| 3Y | +66.4% | -9.1% | +75.6% | +63.2% |
| 5Y | +178.6% | -59.6% | +238.2% | +190.4% |
| 10Y | +198.4% | +26.2% | +172.2% | +140.3% |
| All | +115.7% | +48.3% | +67.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling