+146.4%
SHOP vs JD
+16.8%
+129.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +3.3% |
| 7D | -5.4% | +13.4% | -18.8% | -7.9% |
| 30D | -10.3% | +7.7% | -18.0% | -11.7% |
| 3M | +1.0% | -11.3% | +12.3% | +3.2% |
| 6M | +41.2% | -5.1% | +46.4% | +41.6% |
| YTD | -7.5% | +5.0% | -12.5% | -9.3% |
| 1Y | -4.6% | -5.6% | +1.1% | -4.4% |
| 3Y | +146.4% | +17.8% | +128.7% | +135.5% |
| All | +146.4% | +16.8% | +129.6% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling