+159.6%
OVV vs EVRG
+1,387.6%
-1,228.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -7.3% | +3.5% | -10.8% | -8.8% |
| 30D | -3.6% | +9.2% | -12.8% | -7.7% |
| 3M | -2.6% | +8.6% | -11.3% | -6.7% |
| 6M | +7.6% | +10.0% | -2.4% | +2.1% |
| YTD | +59.6% | +25.1% | +34.5% | +41.6% |
| 1Y | +62.2% | +19.5% | +42.7% | +47.1% |
| 3Y | +49.6% | +102.3% | -52.7% | +2.3% |
| 5Y | +98.9% | +66.8% | +32.1% | +48.2% |
| 10Y | +45.1% | +125.0% | -79.9% | -3.6% |
| All | +159.6% | +1,387.6% | -1,228.0% | -24.9% |
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 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