+6,920.8%
DECK vs EVRG
+1,051.9%
+5,869.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | -13.6% | -1.0% | -12.6% | -13.4% |
| 3M | -21.2% | +0.4% | -21.7% | -21.4% |
| 6M | -21.1% | -0.8% | -20.2% | -21.0% |
| YTD | -17.2% | +15.3% | -32.6% | -21.1% |
| 1Y | -30.7% | +17.9% | -48.6% | -34.6% |
| 3Y | -3.4% | +71.9% | -75.3% | -20.2% |
| 5Y | +25.5% | +45.3% | -19.7% | +8.5% |
| 10Y | +714.7% | +113.1% | +601.6% | +504.5% |
| All | +6,920.8% | +1,051.9% | +5,869.0% | +3,255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling