+16.9%
JD vs EVRG
+111.7%
-94.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.2% | -2.3% |
| 7D | -3.0% | +0.6% | -3.5% | -3.1% |
| 30D | -19.3% | -0.2% | -19.1% | -19.3% |
| 3M | -6.0% | -0.5% | -5.6% | -6.1% |
| 6M | +1.8% | +0.2% | +1.6% | +1.6% |
| YTD | -2.6% | +14.9% | -17.5% | -4.9% |
| 1Y | -17.4% | +18.2% | -35.7% | -19.8% |
| 3Y | -8.6% | +70.2% | -78.8% | -16.6% |
| 5Y | -61.6% | +45.3% | -106.9% | -64.4% |
| 10Y | +16.9% | +112.4% | -95.6% | +6.4% |
| All | +16.9% | +111.7% | -94.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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