+145.0%
DPZ vs EVRG
+124.6%
+20.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.9% |
| 30D | +15.5% | +7.4% | +8.1% | +13.7% |
| 3M | -2.0% | +7.2% | -9.2% | -3.5% |
| 6M | +12.1% | +9.5% | +2.7% | +9.9% |
| YTD | -16.6% | +25.6% | -42.2% | -20.6% |
| 1Y | -14.6% | +20.3% | -34.9% | -18.0% |
| 3Y | -4.1% | +108.8% | -113.0% | -18.0% |
| 5Y | -28.3% | +67.9% | -96.3% | -36.3% |
| All | +145.0% | +124.6% | +20.4% | +97.9% |
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