+351.3%
DAL vs EVRG
+558.9%
-207.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.5% |
| 30D | -13.9% | -1.0% | -12.9% | -13.5% |
| 3M | +1.1% | +0.4% | +0.7% | +0.6% |
| 6M | +26.2% | -0.8% | +27.1% | +26.2% |
| YTD | +16.4% | +15.3% | +1.1% | +6.0% |
| 1Y | +33.9% | +17.9% | +16.0% | +20.0% |
| 3Y | +93.4% | +71.9% | +21.4% | +35.2% |
| 5Y | +106.4% | +45.3% | +61.1% | +56.6% |
| 10Y | +143.0% | +113.1% | +29.9% | +29.0% |
| All | +351.3% | +558.9% | -207.6% | -18.8% |
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