-99.9%
DFNS vs EVRG
+65.1%
-164.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.7% |
| 7D | -3.3% | -0.7% | -2.6% | -3.8% |
| 30D | -73.1% | 0.0% | -73.1% | -73.1% |
| 3M | -71.4% | -1.0% | -70.4% | -71.3% |
| 6M | -93.8% | +1.0% | -94.8% | -93.8% |
| YTD | -98.0% | +15.1% | -113.1% | -97.9% |
| 1Y | -98.2% | +17.6% | -115.7% | -98.0% |
| 3Y | -99.9% | +70.5% | -170.3% | -99.9% |
| 5Y | -99.9% | +48.9% | -148.7% | -99.8% |
| All | -99.9% | +65.1% | -164.9% | -99.8% |
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 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