+129.5%
SHEL vs JD
+48.9%
+80.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.1% |
| 7D | -5.8% | +7.9% | -13.7% | -6.7% |
| 30D | -1.3% | +4.8% | -6.1% | -1.9% |
| 3M | +12.7% | -13.9% | +26.6% | +14.6% |
| 6M | +19.9% | -5.8% | +25.7% | +20.3% |
| YTD | +38.3% | +2.4% | +35.8% | +37.0% |
| 1Y | +35.7% | -7.5% | +43.2% | +36.1% |
| 3Y | +71.7% | +20.9% | +50.8% | +62.4% |
| 5Y | +158.4% | -58.0% | +216.5% | +167.9% |
| 10Y | +204.1% | +28.9% | +175.2% | +144.0% |
| All | +129.5% | +48.9% | +80.5% | +83.9% |
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