+5,838.5%
OMC vs EVRG
+2,087.5%
+3,750.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -5.8% | +0.9% | -6.6% | -6.0% |
| 30D | -4.8% | -0.5% | -4.3% | -4.7% |
| 3M | +9.2% | +1.5% | +7.7% | +8.7% |
| 6M | -2.5% | +1.2% | -3.6% | -3.0% |
| YTD | +2.6% | +16.3% | -13.8% | -3.0% |
| 1Y | +5.9% | +20.3% | -14.3% | -0.9% |
| 3Y | +14.2% | +72.3% | -58.1% | -6.2% |
| 5Y | +33.2% | +46.7% | -13.4% | +14.4% |
| 10Y | +33.4% | +113.8% | -80.4% | -0.9% |
| All | +5,838.5% | +2,087.5% | +3,750.9% | +2,195.2% |
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