+748.8%
DECK vs EVRG
+124.6%
+624.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +4.8% | +7.4% | -2.6% | +2.5% |
| 3M | -6.9% | +7.2% | -14.2% | -9.0% |
| 6M | -7.6% | +9.5% | -17.0% | -10.3% |
| YTD | -16.3% | +25.6% | -41.8% | -22.2% |
| 1Y | +4.5% | +20.4% | -15.9% | -1.8% |
| 3Y | -17.1% | +108.8% | -125.9% | -36.1% |
| 5Y | +21.9% | +68.0% | -46.1% | +0.3% |
| All | +748.8% | +124.6% | +624.2% | +552.8% |
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 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