+392.2%
DAL vs EVRG
+607.4%
-215.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +8.8% | +1.9% | +6.9% | +7.6% |
| 30D | +5.4% | +9.0% | -3.6% | +0.2% |
| 3M | -4.9% | +6.3% | -11.3% | -8.4% |
| 6M | +19.8% | +9.9% | +9.9% | +12.9% |
| YTD | +27.0% | +23.8% | +3.2% | +10.9% |
| 1Y | +52.5% | +19.9% | +32.6% | +35.5% |
| 3Y | +173.8% | +94.3% | +79.6% | +78.3% |
| 5Y | +104.5% | +64.6% | +39.9% | +43.9% |
| 10Y | +129.7% | +121.7% | +8.0% | +19.9% |
| All | +392.2% | +607.4% | -215.1% | -15.1% |
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