+100.8%
DG vs EVRG
+124.6%
-23.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.3% | +1.4% | -1.1% | -0.1% |
| 30D | +3.2% | +7.4% | -4.2% | +1.0% |
| 3M | +10.4% | +7.2% | +3.2% | +8.1% |
| 6M | +33.2% | +9.5% | +23.7% | +29.4% |
| YTD | +3.0% | +25.6% | -22.6% | -4.2% |
| 1Y | +31.2% | +20.4% | +10.9% | +23.6% |
| 3Y | +21.8% | +108.8% | -87.0% | -3.9% |
| 5Y | -35.0% | +68.0% | -102.9% | -45.5% |
| All | +100.8% | +124.6% | -23.9% | +52.2% |
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