-50.3%
DOCS vs EVRG
+64.4%
-114.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | +21.8% | -1.0% | +22.8% | +22.0% |
| 3M | +27.3% | +0.4% | +26.9% | +27.1% |
| 6M | -0.3% | -0.8% | +0.5% | -0.4% |
| YTD | -40.5% | +15.3% | -55.8% | -42.3% |
| 1Y | -61.5% | +17.9% | -79.4% | -62.9% |
| 3Y | +8.2% | +71.9% | -63.8% | -5.5% |
| 5Y | -73.4% | +45.3% | -118.7% | -76.6% |
| All | -50.3% | +64.4% | -114.7% | -56.2% |
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