+68.3%
DGX vs EVRG
+48.0%
+20.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.2% | -1.2% | +0.1% | -0.7% |
| 3M | +15.8% | -0.6% | +16.4% | +15.9% |
| 6M | +18.2% | +2.4% | +15.7% | +16.7% |
| YTD | +37.2% | +15.5% | +21.8% | +28.7% |
| 1Y | +30.4% | +16.8% | +13.5% | +21.7% |
| 3Y | +96.7% | +75.0% | +21.7% | +56.9% |
| All | +68.3% | +48.0% | +20.3% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling