+30.2%
OMC vs EVRG
+48.0%
-17.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -7.6% | -1.2% | -6.4% | -7.2% |
| 3M | +4.5% | -0.6% | +5.1% | +4.8% |
| 6M | -0.3% | +2.4% | -2.7% | -1.1% |
| YTD | -0.1% | +15.5% | -15.6% | -5.0% |
| 1Y | +4.6% | +16.8% | -12.2% | -0.8% |
| 3Y | +10.5% | +75.0% | -64.5% | -8.1% |
| All | +30.2% | +48.0% | -17.8% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling