+24,937.0%
ORCL vs EVRG
+2,252.5%
+22,684.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -6.5% | +3.5% | -10.0% | -7.6% |
| 30D | -16.6% | +9.2% | -25.8% | -19.2% |
| 3M | -21.6% | +8.6% | -30.2% | -24.0% |
| 6M | -39.4% | +10.0% | -49.3% | -41.8% |
| YTD | -38.7% | +25.1% | -63.8% | -44.0% |
| 1Y | -50.4% | +19.5% | -69.9% | -54.0% |
| 3Y | +8.1% | +102.3% | -94.2% | -18.0% |
| 5Y | +34.5% | +66.8% | -32.3% | +8.1% |
| 10Y | +246.0% | +125.0% | +121.0% | +141.0% |
| All | +24,937.0% | +2,252.5% | +22,684.5% | +8,227.1% |
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 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