-74.2%
OPEN vs EVRG
+75.0%
-149.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -11.4% | +0.1% | -11.5% | -11.5% |
| 30D | -20.1% | -1.2% | -18.8% | -19.8% |
| 3M | -37.6% | -0.6% | -37.0% | -37.7% |
| 6M | -47.1% | +2.4% | -49.5% | -48.0% |
| YTD | -52.1% | +15.5% | -67.6% | -55.6% |
| 1Y | -73.5% | +16.8% | -90.3% | -75.4% |
| 3Y | -24.4% | +75.0% | -99.4% | -39.7% |
| 5Y | -85.1% | +49.3% | -134.5% | -87.7% |
| All | -74.2% | +75.0% | -149.2% | -77.4% |
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