+8,844.7%
SHOP vs JD
-5.0%
+8,849.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.2% |
| 7D | -2.7% | +7.9% | -10.6% | -6.0% |
| 30D | -11.0% | +4.8% | -15.8% | -13.0% |
| 3M | +0.3% | -13.9% | +14.2% | +6.6% |
| 6M | +37.7% | -5.8% | +43.5% | +39.1% |
| YTD | -5.5% | +2.4% | -7.9% | -8.5% |
| 1Y | -0.2% | -7.5% | +7.3% | +1.1% |
| 3Y | +151.9% | +20.9% | +131.0% | +99.9% |
| 5Y | -2.2% | -58.0% | +55.8% | +22.7% |
| 10Y | +3,647.2% | +28.9% | +3,618.3% | +2,480.7% |
| All | +8,844.7% | -5.0% | +8,849.7% | +7,404.8% |
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