+42.1%
DLR vs EVRG
+44.9%
-2.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -1.2% | -0.2% | -0.9% | -1.0% |
| 3M | +2.9% | -0.5% | +3.4% | +3.0% |
| 6M | +6.7% | +0.2% | +6.5% | +6.2% |
| YTD | +23.9% | +14.9% | +9.0% | +13.9% |
| 1Y | +18.6% | +18.2% | +0.4% | +7.1% |
| 3Y | +59.7% | +70.2% | -10.5% | +13.8% |
| 5Y | +42.1% | +45.3% | -3.3% | +7.5% |
| All | +42.1% | +44.9% | -2.9% | +7.5% |
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 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