+43.4%
DLTR vs EVRG
+113.9%
-70.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -8.1% | -1.2% | -6.9% | -7.8% |
| 3M | +2.9% | -0.6% | +3.5% | +3.0% |
| 6M | +4.3% | +2.4% | +1.9% | +3.3% |
| YTD | -3.9% | +15.5% | -19.4% | -8.5% |
| 1Y | +18.9% | +16.8% | +2.1% | +12.7% |
| 3Y | +1.9% | +75.0% | -73.1% | -16.3% |
| 5Y | +31.0% | +49.3% | -18.3% | +12.6% |
| All | +43.4% | +113.9% | -70.5% | +7.0% |
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