+9.5%
DVN vs EVRG
+72.5%
-63.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +12.0% | -1.2% | +13.2% | +12.2% |
| 3M | +13.4% | -0.6% | +14.0% | +13.5% |
| 6M | +12.1% | +2.4% | +9.7% | +11.2% |
| YTD | +38.8% | +15.5% | +23.4% | +33.0% |
| 1Y | +46.0% | +16.8% | +29.2% | +39.3% |
| 3Y | +9.5% | +75.0% | -65.5% | -8.8% |
| All | +9.5% | +72.5% | -63.0% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling