-26.2%
DOCN vs EVRG
+67.4%
-93.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.5% |
| 7D | -12.1% | +3.5% | -15.6% | -12.8% |
| 30D | -41.0% | +9.2% | -50.3% | -42.2% |
| 3M | -38.7% | +8.6% | -47.3% | -39.9% |
| 6M | -51.5% | +10.0% | -61.5% | -52.9% |
| YTD | +65.3% | +25.1% | +40.2% | +52.2% |
| 1Y | +53.9% | +19.5% | +34.4% | +44.2% |
| 3Y | +215.6% | +102.3% | +113.3% | +127.1% |
| 5Y | -26.2% | +66.8% | -93.0% | -40.4% |
| All | -26.2% | +67.4% | -93.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling