+224.5%
USO vs EVRG
+45.7%
+178.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +11.5% | -0.7% | +12.2% | +11.5% |
| 30D | +24.1% | 0.0% | +24.1% | +24.1% |
| 3M | +17.9% | -1.0% | +18.9% | +17.9% |
| 6M | +49.6% | +1.0% | +48.6% | +49.4% |
| YTD | +129.0% | +15.1% | +113.9% | +126.4% |
| 1Y | +112.0% | +17.6% | +94.4% | +109.2% |
| 3Y | +102.3% | +70.5% | +31.8% | +91.2% |
| 5Y | +224.5% | +48.9% | +175.7% | +209.4% |
| All | +224.5% | +45.7% | +178.9% | +209.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling