-26.7%
DT vs EVRG
+45.7%
-72.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | +3.5% | 0.0% | +3.5% | +3.5% |
| 3M | +26.7% | -1.0% | +27.7% | +26.7% |
| 6M | +36.1% | +1.0% | +35.2% | +35.7% |
| YTD | +18.6% | +15.1% | +3.6% | +15.9% |
| 1Y | +7.9% | +17.6% | -9.7% | +4.8% |
| 3Y | +8.6% | +70.5% | -61.9% | -1.7% |
| 5Y | -26.7% | +48.9% | -75.5% | -32.6% |
| All | -26.7% | +45.7% | -72.3% | -32.6% |
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 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