-7.0%
DASH vs EVRG
+64.6%
-71.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | -6.0% | +9.0% | -15.1% | -7.6% |
| 3M | -15.8% | +6.3% | -22.1% | -16.8% |
| 6M | +7.0% | +9.9% | -2.9% | +4.7% |
| YTD | -20.7% | +23.8% | -44.5% | -25.0% |
| 1Y | -8.5% | +19.9% | -28.4% | -12.8% |
| 3Y | +101.8% | +94.3% | +7.5% | +65.5% |
| All | -7.0% | +64.6% | -71.6% | -18.7% |
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 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