+21.2%
DIS vs EVRG
+114.7%
-93.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | +0.1% | -0.5% | +0.7% | +0.3% |
| 3M | +7.1% | +1.5% | +5.6% | +6.4% |
| 6M | +4.3% | +1.2% | +3.1% | +3.5% |
| YTD | -6.9% | +16.3% | -23.3% | -12.6% |
| 1Y | -10.3% | +20.3% | -30.6% | -16.9% |
| 3Y | +32.8% | +72.3% | -39.5% | +6.0% |
| 5Y | -41.5% | +46.7% | -88.2% | -50.6% |
| 10Y | +21.2% | +113.8% | -92.6% | -10.6% |
| All | +21.2% | +114.7% | -93.5% | -10.6% |
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