+75.5%
OSCR vs EVRG
+17.4%
+58.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.6% |
| 30D | +7.1% | -1.0% | +8.1% | +7.3% |
| 3M | +36.7% | +0.4% | +36.2% | +36.0% |
| 6M | +114.3% | -0.8% | +115.1% | +113.4% |
| YTD | +124.4% | +15.3% | +109.1% | +105.2% |
| 1Y | +75.5% | +17.9% | +57.6% | +80.9% |
| All | +75.5% | +17.4% | +58.0% | +80.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling