+251.6%
ORCL vs EVRG
+122.0%
+129.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | -15.3% | +8.7% | -24.0% | -17.4% |
| 3M | -18.2% | +6.4% | -24.6% | -19.8% |
| 6M | -38.4% | +9.4% | -47.8% | -40.5% |
| YTD | -37.7% | +24.5% | -62.2% | -42.6% |
| 1Y | -49.3% | +20.5% | -69.7% | -52.8% |
| 3Y | +10.6% | +101.6% | -91.0% | -15.1% |
| 5Y | +35.5% | +67.5% | -31.9% | +10.2% |
| 10Y | +251.6% | +122.3% | +129.3% | +158.6% |
| All | +251.6% | +122.0% | +129.6% | +158.6% |
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