+53,204.8%
ORLY vs EVRG
+1,110.4%
+52,094.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -7.6% | 0.0% | -7.6% | -7.7% |
| 3M | -5.5% | -1.0% | -4.5% | -5.2% |
| 6M | -9.7% | +1.0% | -10.7% | -10.1% |
| YTD | -6.2% | +15.1% | -21.3% | -10.4% |
| 1Y | -18.6% | +17.6% | -36.2% | -22.8% |
| 3Y | +33.8% | +70.5% | -36.6% | +12.6% |
| 5Y | +116.5% | +48.9% | +67.7% | +88.2% |
| 10Y | +361.0% | +112.8% | +248.3% | +254.0% |
| All | +53,204.8% | +1,110.4% | +52,094.4% | +27,566.1% |
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