+111.9%
DOCN vs EVRG
+86.5%
+25.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +27.4% | +1.0% | +26.4% | +27.3% |
| 30D | -29.7% | +7.5% | -37.2% | -30.4% |
| 3M | -32.5% | +6.8% | -39.3% | -33.0% |
| 6M | -42.2% | +7.7% | -49.9% | -42.9% |
| YTD | +87.2% | +24.9% | +62.3% | +77.7% |
| 1Y | +86.2% | +18.1% | +68.1% | +79.3% |
| 3Y | +257.4% | +101.9% | +155.5% | +188.9% |
| 5Y | -27.4% | +67.0% | -94.4% | -35.9% |
| All | +111.9% | +86.5% | +25.5% | +95.7% |
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