+66.4%
DOCN vs EVRG
+84.6%
-18.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +1.4% | -17.2% | -16.0% |
| 7D | -29.3% | +2.3% | -31.6% | -29.5% |
| 30D | -46.0% | +8.8% | -54.8% | -46.6% |
| 3M | -43.2% | +6.1% | -49.3% | -43.6% |
| 6M | -53.7% | +8.9% | -62.6% | -54.5% |
| YTD | +46.9% | +23.6% | +23.3% | +39.6% |
| 1Y | +54.3% | +17.8% | +36.5% | +48.4% |
| 3Y | +185.5% | +92.9% | +92.6% | +133.6% |
| 5Y | -31.1% | +64.4% | -95.5% | -39.3% |
| All | +66.4% | +84.6% | -18.3% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling