-29.3%
DASH vs EVRG
+66.7%
-96.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -4.5% | +1.4% | -6.0% | -4.8% |
| 30D | -6.8% | +7.4% | -14.2% | -8.1% |
| 3M | -20.7% | +7.2% | -27.9% | -21.8% |
| 6M | +15.1% | +9.5% | +5.6% | +12.8% |
| YTD | -24.3% | +25.6% | -49.9% | -28.5% |
| 1Y | -12.1% | +20.4% | -32.5% | -16.2% |
| 3Y | +91.1% | +108.8% | -17.8% | +53.3% |
| All | -29.3% | +66.7% | -96.0% | -38.6% |
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