+23.1%
DBX vs EVRG
+120.0%
-97.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +2.8% | 0.0% | +2.8% | +2.8% |
| 3M | +26.8% | -1.0% | +27.7% | +26.8% |
| 6M | +32.8% | +1.0% | +31.8% | +32.0% |
| YTD | +26.1% | +15.1% | +11.0% | +21.8% |
| 1Y | +14.1% | +17.6% | -3.4% | +9.7% |
| 3Y | +25.7% | +70.5% | -44.8% | +10.5% |
| 5Y | +11.2% | +48.9% | -37.7% | +0.1% |
| All | +23.1% | +120.0% | -97.0% | +5.6% |
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 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