+103.1%
DOCN vs EVRG
+87.5%
+15.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.7% | -4.2% |
| 7D | +19.1% | +1.4% | +17.7% | +18.9% |
| 30D | -21.0% | +7.4% | -28.4% | -21.7% |
| 3M | -34.7% | +7.2% | -42.0% | -35.3% |
| 6M | -45.8% | +9.5% | -55.2% | -46.6% |
| YTD | +79.4% | +25.6% | +53.8% | +70.2% |
| 1Y | +91.0% | +20.4% | +70.7% | +83.2% |
| 3Y | +237.5% | +108.8% | +128.6% | +170.3% |
| 5Y | -30.4% | +68.0% | -98.4% | -38.6% |
| All | +103.1% | +87.5% | +15.6% | +87.4% |
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