+203.8%
DHR vs EVRG
+113.9%
+89.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -2.7% | -1.2% | -1.5% | -2.4% |
| 3M | +10.9% | -0.6% | +11.5% | +11.1% |
| 6M | +3.0% | +2.4% | +0.6% | +1.8% |
| YTD | -12.2% | +15.5% | -27.7% | -17.1% |
| 1Y | +3.3% | +16.8% | -13.5% | -3.0% |
| 3Y | -8.2% | +75.0% | -83.2% | -26.4% |
| 5Y | -29.9% | +49.3% | -79.2% | -40.7% |
| All | +203.8% | +113.9% | +89.9% | +127.6% |
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