+125.7%
SHEL vs JD
+48.6%
+77.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -6.7% | +5.2% | -11.9% | -7.3% |
| 30D | -2.9% | +4.5% | -7.4% | -3.5% |
| 3M | +9.1% | -15.4% | +24.5% | +11.1% |
| 6M | +17.9% | -6.0% | +24.0% | +18.4% |
| YTD | +36.0% | +2.2% | +33.8% | +34.9% |
| 1Y | +31.8% | -6.7% | +38.4% | +32.1% |
| 3Y | +66.9% | +20.5% | +46.3% | +57.9% |
| 5Y | +160.6% | -58.4% | +219.0% | +170.6% |
| 10Y | +197.5% | +32.5% | +165.0% | +137.9% |
| All | +125.7% | +48.6% | +77.2% | +80.9% |
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