+87.8%
DT vs EVRG
+93.6%
-5.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +3.1% | +1.4% | +1.7% | +2.8% |
| 30D | -29.5% | +7.4% | -36.9% | -30.8% |
| 3M | -11.7% | +7.2% | -18.9% | -13.3% |
| 6M | +29.0% | +9.5% | +19.5% | +25.6% |
| YTD | +3.4% | +25.6% | -22.2% | -3.4% |
| 1Y | -4.2% | +20.4% | -24.6% | -9.4% |
| 3Y | -12.8% | +108.8% | -121.7% | -30.8% |
| 5Y | -39.6% | +68.0% | -107.5% | -49.2% |
| All | +87.8% | +93.6% | -5.8% | +45.9% |
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