+25,321.1%
ORCL vs EVRG
+2,240.5%
+23,080.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +0.5% | +1.7% | -1.2% | -0.1% |
| 30D | -15.3% | +8.7% | -24.0% | -17.9% |
| 3M | -18.2% | +6.4% | -24.6% | -20.1% |
| 6M | -38.4% | +9.4% | -47.8% | -40.8% |
| YTD | -37.7% | +24.5% | -62.2% | -43.1% |
| 1Y | -49.3% | +20.5% | -69.7% | -53.2% |
| 3Y | +10.6% | +101.6% | -91.0% | -15.9% |
| 5Y | +35.5% | +67.5% | -31.9% | +8.8% |
| 10Y | +251.6% | +122.3% | +129.3% | +145.9% |
| All | +25,321.1% | +2,240.5% | +23,080.6% | +8,369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling