-62.2%
JD vs EVRG
+66.8%
-129.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.4% | +2.5% | -2.0% | +0.2% |
| 30D | +4.2% | +8.4% | -4.2% | +3.3% |
| 3M | -12.8% | +8.6% | -21.3% | -13.5% |
| 6M | -8.8% | +7.7% | -16.4% | -9.6% |
| YTD | +0.5% | +25.0% | -24.5% | -2.7% |
| 1Y | -8.8% | +18.7% | -27.5% | -11.0% |
| 3Y | +18.6% | +102.1% | -83.5% | +6.2% |
| 5Y | -62.2% | +66.8% | -129.1% | -64.8% |
| All | -62.2% | +66.8% | -129.0% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling