+119.2%
ORLY vs EVRG
+48.0%
+71.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | -1.2% | -5.5% | -6.4% |
| 3M | -4.8% | -0.6% | -4.1% | -4.6% |
| 6M | -9.1% | +2.4% | -11.5% | -9.8% |
| YTD | -5.9% | +15.5% | -21.4% | -10.0% |
| 1Y | -20.4% | +16.8% | -37.2% | -24.2% |
| 3Y | +36.6% | +75.0% | -38.4% | +15.7% |
| All | +119.2% | +48.0% | +71.1% | +94.9% |
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