+39.6%
DOCS vs EVRG
+104.1%
-64.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +2.6% | +1.4% | +1.1% | +2.5% |
| 30D | +11.4% | +7.4% | +4.0% | +11.1% |
| 3M | +25.4% | +7.2% | +18.2% | +25.0% |
| 6M | +42.5% | +9.5% | +33.1% | +41.7% |
| YTD | -24.7% | +25.6% | -50.3% | -26.8% |
| 1Y | -32.9% | +20.4% | -53.3% | -34.3% |
| 3Y | +39.6% | +108.8% | -69.2% | +7.6% |
| All | +39.6% | +104.1% | -64.5% | +7.6% |
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 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