+171.8%
DLR vs EVRG
+113.2%
+58.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | -2.9% | 0.0% | -2.9% | -2.8% |
| 3M | +3.2% | -1.0% | +4.2% | +3.6% |
| 6M | +3.9% | +1.0% | +2.9% | +3.1% |
| YTD | +21.4% | +15.1% | +6.4% | +12.6% |
| 1Y | +9.7% | +17.6% | -7.9% | +0.5% |
| 3Y | +56.5% | +70.5% | -13.9% | +17.2% |
| 5Y | +41.5% | +48.9% | -7.4% | +13.4% |
| All | +171.8% | +113.2% | +58.5% | +68.5% |
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