+363.4%
ORCL vs EVRG
+114.7%
+248.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +15.0% | +0.9% | +14.1% | +14.7% |
| 30D | +10.5% | -0.5% | +11.1% | +10.7% |
| 3M | -23.0% | +1.5% | -24.5% | -23.6% |
| 6M | +7.0% | +1.2% | +5.8% | +5.7% |
| YTD | -15.8% | +16.3% | -32.1% | -20.8% |
| 1Y | -31.1% | +20.3% | -51.3% | -36.1% |
| 3Y | +33.3% | +72.3% | -39.0% | +7.7% |
| 5Y | +94.3% | +46.7% | +47.6% | +65.3% |
| 10Y | +363.4% | +113.8% | +249.6% | +245.1% |
| All | +363.4% | +114.7% | +248.7% | +245.1% |
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