+4.1%
DT vs EVRG
+17.7%
-13.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +3.0% | -1.2% | +4.3% | +2.5% |
| 3M | +26.5% | -0.6% | +27.1% | +26.2% |
| 6M | +35.9% | +2.4% | +33.5% | +37.1% |
| YTD | +17.8% | +15.5% | +2.4% | +24.1% |
| 1Y | +4.1% | +16.8% | -12.8% | +12.6% |
| All | +4.1% | +17.7% | -13.7% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling