+644.2%
EVRG vs RBA
+3,565.6%
-2,921.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.1% | -2.9% | +4.0% | +1.5% |
| 30D | -1.0% | -12.3% | +11.3% | +0.8% |
| 3M | +0.4% | -20.5% | +20.9% | +3.4% |
| 6M | -0.8% | -18.5% | +17.7% | +1.7% |
| YTD | +15.3% | -18.2% | +33.6% | +17.8% |
| 1Y | +17.9% | -27.5% | +45.4% | +22.5% |
| 3Y | +71.9% | +38.1% | +33.9% | +60.7% |
| 5Y | +45.3% | +44.8% | +0.5% | +33.0% |
| 10Y | +113.1% | +187.1% | -74.1% | +71.7% |
| All | +644.2% | +3,565.6% | -2,921.3% | +418.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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