+877.2%
DECK vs EVRG
+121.0%
+756.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +5.8% | +1.9% | +3.9% | +5.2% |
| 30D | +7.9% | +9.0% | -1.1% | +4.9% |
| 3M | -11.4% | +6.3% | -17.7% | -13.2% |
| 6M | -16.6% | +9.9% | -26.5% | -19.1% |
| YTD | -16.4% | +23.8% | -40.2% | -22.0% |
| 1Y | +8.6% | +19.9% | -11.2% | +2.2% |
| 3Y | -15.1% | +94.3% | -109.4% | -32.9% |
| 5Y | +22.9% | +64.6% | -41.8% | +1.8% |
| All | +877.2% | +121.0% | +756.2% | +653.1% |
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