+161.0%
DAL vs EVRG
+104.1%
+56.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.1% | +1.4% | -2.5% | -1.3% |
| 30D | +12.8% | +7.4% | +5.5% | +11.6% |
| 3M | -5.3% | +7.2% | -12.5% | -6.3% |
| 6M | +22.4% | +9.5% | +12.9% | +20.7% |
| YTD | +25.6% | +25.6% | 0.0% | +20.7% |
| 1Y | +45.5% | +20.4% | +25.2% | +41.1% |
| 3Y | +161.0% | +108.8% | +52.1% | +121.2% |
| All | +161.0% | +104.1% | +56.9% | +121.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling