+91.4%
ORCL vs EVRG
+45.5%
+45.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +5.3% | +1.1% | +4.2% | +5.2% |
| 30D | +10.0% | -1.0% | +11.0% | +10.0% |
| 3M | -32.6% | +0.4% | -33.0% | -32.8% |
| 6M | +4.9% | -0.8% | +5.8% | +4.6% |
| YTD | -17.8% | +15.3% | -33.1% | -20.4% |
| 1Y | -28.0% | +17.9% | -45.9% | -31.0% |
| 3Y | +36.0% | +71.9% | -35.9% | +19.5% |
| All | +91.4% | +45.5% | +45.9% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling