+105.8%
DAL vs EVRG
+45.5%
+60.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | -13.9% | -1.0% | -12.9% | -13.7% |
| 3M | +1.1% | +0.4% | +0.7% | +0.9% |
| 6M | +26.2% | -0.8% | +27.1% | +26.3% |
| YTD | +16.4% | +15.3% | +1.1% | +11.1% |
| 1Y | +33.9% | +17.9% | +16.0% | +26.6% |
| 3Y | +93.4% | +71.9% | +21.4% | +59.2% |
| All | +105.8% | +45.5% | +60.3% | +81.6% |
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