-28.9%
DPZ vs EVRG
+66.7%
-95.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.4% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +15.5% | +7.4% | +8.1% | +13.0% |
| 3M | -2.0% | +7.2% | -9.2% | -4.1% |
| 6M | +12.1% | +9.5% | +2.7% | +9.0% |
| YTD | -16.6% | +25.6% | -42.2% | -22.3% |
| 1Y | -14.6% | +20.4% | -34.9% | -19.4% |
| 3Y | -4.1% | +108.8% | -113.0% | -23.4% |
| All | -28.9% | +66.7% | -95.6% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling