+219.5%
DOCN vs EVRG
+100.3%
+119.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +8.1% |
| 7D | -12.8% | +1.7% | -14.5% | -12.4% |
| 30D | -41.9% | +8.7% | -50.6% | -41.0% |
| 3M | -36.9% | +6.4% | -43.3% | -36.1% |
| 6M | -52.2% | +9.4% | -61.6% | -51.5% |
| YTD | +62.7% | +24.5% | +38.3% | +62.3% |
| 1Y | +58.2% | +20.5% | +37.8% | +58.7% |
| 3Y | +219.5% | +101.6% | +117.9% | +171.8% |
| All | +219.5% | +100.3% | +119.1% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling