+111.3%
EVRG vs RNG
+222.9%
-111.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | -6.1% | +6.2% | +0.4% |
| 30D | -1.2% | +9.6% | -10.8% | -1.8% |
| 3M | -0.6% | +83.3% | -83.9% | -4.3% |
| 6M | +2.4% | +77.9% | -75.5% | -1.6% |
| YTD | +15.5% | +139.9% | -124.5% | +8.2% |
| 1Y | +16.8% | +121.7% | -104.8% | +9.9% |
| 3Y | +75.0% | +121.9% | -46.9% | +61.7% |
| 5Y | +49.3% | -68.4% | +117.7% | +55.5% |
| All | +111.3% | +222.9% | -111.6% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling