+583.4%
DG vs EVRG
+702.4%
-119.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +8.4% | +1.1% | +7.3% | +8.0% |
| 30D | +4.9% | -1.0% | +5.9% | +5.3% |
| 3M | +29.3% | +0.4% | +28.9% | +29.1% |
| 6M | -11.3% | -0.8% | -10.4% | -11.3% |
| YTD | +1.8% | +15.3% | -13.6% | -3.1% |
| 1Y | +25.3% | +17.9% | +7.5% | +18.4% |
| 3Y | +9.1% | +71.9% | -62.8% | -9.6% |
| 5Y | -34.9% | +45.3% | -80.1% | -43.4% |
| 10Y | +108.2% | +113.1% | -4.9% | +53.2% |
| All | +583.4% | +702.4% | -119.0% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling