+70.5%
DOCN vs EVRG
+84.9%
-14.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | -19.2% | +1.9% | -21.0% | -19.3% |
| 30D | -43.1% | +9.0% | -52.1% | -43.7% |
| 3M | -40.7% | +6.3% | -47.0% | -41.2% |
| 6M | -55.0% | +9.9% | -64.9% | -55.8% |
| YTD | +50.6% | +23.8% | +26.8% | +43.1% |
| 1Y | +54.0% | +19.9% | +34.1% | +47.5% |
| 3Y | +203.9% | +94.3% | +109.6% | +148.2% |
| 5Y | -29.4% | +64.6% | -94.0% | -37.8% |
| All | +70.5% | +84.9% | -14.4% | +57.6% |
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 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