+54.3%
JD vs EVRG
+263.6%
-209.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | -13.2% | -1.0% | -12.1% | -13.0% |
| 3M | -3.2% | +0.4% | -3.6% | -3.4% |
| 6M | +15.2% | -0.8% | +16.1% | +15.2% |
| YTD | +2.0% | +15.3% | -13.4% | -0.5% |
| 1Y | -5.4% | +17.9% | -23.3% | -8.1% |
| 3Y | -9.1% | +71.9% | -81.0% | -17.3% |
| 5Y | -59.6% | +45.3% | -104.9% | -62.6% |
| 10Y | +26.2% | +113.1% | -86.8% | +9.0% |
| All | +54.3% | +263.6% | -209.3% | +23.7% |
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