+3,557.0%
SHOP vs JD
+26.7%
+3,530.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.3% | -3.5% |
| 7D | +2.8% | +5.2% | -2.4% | +0.5% |
| 30D | -14.2% | +4.5% | -18.7% | -16.1% |
| 3M | -5.5% | -15.4% | +9.9% | +1.2% |
| 6M | +32.8% | -6.0% | +38.8% | +34.2% |
| YTD | -8.9% | +2.2% | -11.1% | -11.7% |
| 1Y | -7.7% | -6.7% | -1.1% | -6.9% |
| 3Y | +139.0% | +20.5% | +118.5% | +88.4% |
| 5Y | -0.5% | -58.4% | +57.9% | +26.7% |
| 10Y | +3,557.0% | +32.5% | +3,524.5% | +2,304.6% |
| All | +3,557.0% | +26.7% | +3,530.3% | +2,304.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling