+54.4%
DLR vs EVRG
+104.1%
-49.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +3.3% | +1.4% | +1.9% | +2.8% |
| 30D | +4.6% | +7.4% | -2.8% | +1.6% |
| 3M | -8.3% | +7.2% | -15.5% | -10.8% |
| 6M | -5.6% | +9.5% | -15.1% | -9.1% |
| YTD | +18.7% | +25.6% | -6.9% | +8.3% |
| 1Y | +17.1% | +20.4% | -3.3% | +8.6% |
| 3Y | +54.4% | +108.8% | -54.5% | +13.8% |
| All | +54.4% | +104.1% | -49.7% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling