+398.8%
OSCR vs EVRG
+72.5%
+326.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +10.7% | -1.2% | +11.9% | +11.0% |
| 3M | +13.4% | -0.6% | +14.0% | +13.4% |
| 6M | +144.6% | +2.4% | +142.1% | +142.5% |
| YTD | +128.0% | +15.5% | +112.6% | +118.5% |
| 1Y | +68.7% | +16.8% | +51.8% | +62.2% |
| 3Y | +398.8% | +75.0% | +323.8% | +320.4% |
| All | +398.8% | +72.5% | +326.3% | +320.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling