+105.1%
OSCR vs EVRG
+15.1%
+90.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +8.3% |
| 7D | +15.5% | +2.3% | +13.1% | +14.6% |
| 30D | +8.5% | +9.0% | -0.5% | +5.9% |
| 3M | +15.8% | +3.7% | +12.1% | +14.4% |
| 6M | +89.5% | +6.8% | +82.7% | +84.2% |
| YTD | +144.9% | +21.9% | +122.9% | +105.9% |
| 1Y | +105.1% | +15.8% | +89.3% | +96.5% |
| All | +105.1% | +15.1% | +90.0% | +96.5% |
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