+110.9%
DT vs EVRG
+79.4%
+31.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.3% |
| 7D | -4.9% | +0.9% | -5.7% | -5.1% |
| 30D | +2.7% | -0.5% | +3.2% | +2.8% |
| 3M | +20.0% | +1.5% | +18.5% | +19.3% |
| 6M | +28.0% | +1.2% | +26.9% | +27.2% |
| YTD | +16.0% | +16.3% | -0.3% | +10.6% |
| 1Y | +0.7% | +20.3% | -19.5% | -5.0% |
| 3Y | +6.2% | +72.3% | -66.1% | -10.9% |
| 5Y | -28.1% | +46.7% | -74.8% | -37.2% |
| All | +110.9% | +79.4% | +31.5% | +67.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling