+67.3%
DVN vs EVRG
+113.9%
-46.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +12.0% | -1.2% | +13.2% | +12.4% |
| 3M | +13.4% | -0.6% | +14.0% | +13.5% |
| 6M | +12.1% | +2.4% | +9.7% | +10.7% |
| YTD | +38.8% | +15.5% | +23.4% | +30.9% |
| 1Y | +46.0% | +16.8% | +29.2% | +36.9% |
| 3Y | +9.5% | +75.0% | -65.5% | -13.0% |
| 5Y | +125.3% | +49.3% | +75.9% | +88.6% |
| All | +67.3% | +113.9% | -46.7% | +26.7% |
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 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