+3,595.6%
DLR vs EVRG
+862.4%
+2,733.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +0.9% |
| 30D | -3.4% | -1.0% | -2.3% | -2.7% |
| 3M | +0.5% | +0.4% | +0.1% | +0.1% |
| 6M | +4.6% | -0.8% | +5.4% | +4.7% |
| YTD | +23.4% | +15.3% | +8.1% | +12.1% |
| 1Y | +19.0% | +17.9% | +1.1% | +6.4% |
| 3Y | +56.5% | +71.9% | -15.4% | +7.9% |
| 5Y | +33.3% | +45.3% | -11.9% | +1.9% |
| 10Y | +165.1% | +113.1% | +52.1% | +42.5% |
| All | +3,595.6% | +862.4% | +2,733.3% | +547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling