+5.8%
DASH vs EVRG
+86.3%
-80.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | -11.2% | +0.9% | -12.1% | -11.3% |
| 30D | -7.3% | -0.5% | -6.8% | -7.3% |
| 3M | +31.4% | +1.5% | +29.9% | +31.0% |
| 6M | +11.9% | +1.2% | +10.7% | +11.5% |
| YTD | -11.5% | +16.3% | -27.8% | -14.5% |
| 1Y | -20.0% | +20.3% | -40.3% | -23.3% |
| 3Y | +143.9% | +72.3% | +71.6% | +114.9% |
| 5Y | -0.2% | +46.7% | -46.9% | -10.1% |
| All | +5.8% | +86.3% | -80.5% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling