-38.7%
DOCS vs EVRG
+76.5%
-115.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.0% |
| 7D | -0.8% | +1.9% | -2.6% | -1.0% |
| 30D | +17.4% | +9.0% | +8.4% | +16.0% |
| 3M | +57.4% | +6.3% | +51.0% | +56.0% |
| 6M | +26.5% | +9.9% | +16.6% | +24.6% |
| YTD | -26.6% | +23.8% | -50.4% | -29.5% |
| 1Y | -48.1% | +19.9% | -67.9% | -49.8% |
| 3Y | +52.6% | +94.3% | -41.6% | +30.8% |
| 5Y | -52.1% | +64.6% | -116.7% | -57.5% |
| All | -38.7% | +76.5% | -115.1% | -46.6% |
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