+95.6%
DG vs EVRG
+113.2%
-17.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -6.3% | -0.7% | -5.6% | -6.1% |
| 30D | +2.4% | 0.0% | +2.4% | +2.4% |
| 3M | +12.4% | -1.0% | +13.4% | +12.7% |
| 6M | -14.9% | +1.0% | -15.9% | -15.4% |
| YTD | -6.1% | +15.1% | -21.1% | -10.3% |
| 1Y | +17.9% | +17.6% | +0.3% | +11.8% |
| 3Y | +3.1% | +70.5% | -67.3% | -13.5% |
| 5Y | -38.7% | +48.9% | -87.5% | -46.7% |
| All | +95.6% | +113.2% | -17.6% | +53.5% |
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