+3,781.0%
SHOP vs JD
+31.5%
+3,749.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -1.2% | -4.1% | +2.9% | +0.6% |
| 30D | -14.7% | +4.6% | -19.3% | -16.7% |
| 3M | -7.2% | -4.7% | -2.5% | -5.4% |
| 6M | +54.2% | -17.4% | +71.5% | +65.8% |
| YTD | -8.6% | +0.7% | -9.3% | -10.9% |
| 1Y | +0.5% | -5.9% | +6.4% | +1.0% |
| 3Y | +135.9% | +18.9% | +117.1% | +87.1% |
| 5Y | -11.9% | -62.9% | +51.0% | +18.7% |
| All | +3,781.0% | +31.5% | +3,749.5% | +2,494.9% |
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 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