+154.9%
OVV vs EVRG
+1,380.0%
-1,225.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | -10.7% | +1.7% | -12.4% | -11.5% |
| 30D | -5.3% | +8.7% | -14.0% | -9.1% |
| 3M | +2.4% | +6.4% | -4.0% | -1.0% |
| 6M | +5.7% | +9.4% | -3.7% | +0.5% |
| YTD | +56.8% | +24.5% | +32.3% | +39.4% |
| 1Y | +59.3% | +20.5% | +38.8% | +43.8% |
| 3Y | +49.0% | +101.6% | -52.6% | +2.0% |
| 5Y | +88.1% | +67.5% | +20.7% | +39.9% |
| 10Y | +42.5% | +122.3% | -79.8% | -4.8% |
| All | +154.9% | +1,380.0% | -1,225.1% | -26.1% |
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