+4.9%
DG vs EVRG
+71.7%
-66.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.3% | -2.2% |
| 7D | -4.8% | +0.6% | -5.4% | -5.0% |
| 30D | +1.8% | -0.2% | +2.0% | +1.8% |
| 3M | +14.5% | -0.5% | +14.9% | +14.5% |
| 6M | -13.6% | +0.2% | -13.7% | -13.8% |
| YTD | -4.8% | +14.9% | -19.7% | -9.5% |
| 1Y | +21.6% | +18.2% | +3.4% | +14.5% |
| All | +4.9% | +71.7% | -66.7% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling