+523.3%
ON vs EVRG
+124.6%
+398.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +12.2% | +1.4% | +10.8% | +11.8% |
| 30D | -3.1% | +7.4% | -10.5% | -5.4% |
| 3M | -12.9% | +7.2% | -20.1% | -14.9% |
| 6M | -38.6% | +9.5% | -48.1% | -40.7% |
| YTD | +31.2% | +25.6% | +5.6% | +20.6% |
| 1Y | +47.6% | +20.4% | +27.3% | +37.6% |
| 3Y | +6.6% | +108.8% | -102.2% | -20.3% |
| 5Y | +21.3% | +68.0% | -46.7% | -2.0% |
| All | +523.3% | +124.6% | +398.7% | +388.6% |
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