+275.4%
ORCL vs EVRG
+123.3%
+152.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +10.4% | +1.0% | +9.4% | +10.1% |
| 30D | -11.2% | +7.5% | -18.7% | -13.2% |
| 3M | -16.8% | +6.8% | -23.6% | -18.5% |
| 6M | -31.5% | +7.7% | -39.2% | -33.4% |
| YTD | -33.9% | +24.9% | -58.8% | -39.2% |
| 1Y | -43.3% | +18.1% | -61.4% | -46.8% |
| 3Y | +16.5% | +101.9% | -85.4% | -10.7% |
| 5Y | +45.4% | +67.0% | -21.6% | +18.4% |
| All | +275.4% | +123.3% | +152.1% | +175.4% |
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