+52.1%
JD vs EVRG
+293.9%
-241.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +0.4% | +2.5% | -2.0% | +0.1% |
| 30D | +4.2% | +8.4% | -4.2% | +3.0% |
| 3M | -12.8% | +8.6% | -21.3% | -13.8% |
| 6M | -8.8% | +7.7% | -16.4% | -9.9% |
| YTD | +0.5% | +25.0% | -24.5% | -3.2% |
| 1Y | -8.8% | +18.7% | -27.5% | -11.4% |
| 3Y | +18.6% | +102.1% | -83.5% | +5.4% |
| 5Y | -62.2% | +66.8% | -129.1% | -65.7% |
| 10Y | +32.2% | +123.5% | -91.3% | +13.4% |
| All | +52.1% | +293.9% | -241.8% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling