-72.4%
USO vs EVRG
+793.0%
-865.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | +6.2% | +0.6% | +5.7% | +6.1% |
| 30D | +19.1% | -0.2% | +19.3% | +19.1% |
| 3M | +14.2% | -0.5% | +14.7% | +14.2% |
| 6M | +43.7% | +0.2% | +43.6% | +43.1% |
| YTD | +116.8% | +14.9% | +102.0% | +108.0% |
| 1Y | +104.3% | +18.2% | +86.1% | +94.3% |
| 3Y | +91.5% | +70.2% | +21.4% | +62.4% |
| 5Y | +214.1% | +45.3% | +168.7% | +175.9% |
| 10Y | +77.0% | +112.4% | -35.4% | +31.8% |
| All | -72.4% | +793.0% | -865.4% | -89.0% |
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