+74.1%
EVRG vs RNG
+122.1%
-47.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | +0.6% | -4.1% | +4.6% | +0.6% |
| 30D | -0.2% | +8.6% | -8.9% | -0.3% |
| 3M | -0.5% | +78.0% | -78.4% | -1.1% |
| 6M | +0.2% | +67.0% | -66.9% | -0.5% |
| YTD | +14.9% | +142.4% | -127.5% | +12.8% |
| 1Y | +18.2% | +120.4% | -102.2% | +16.3% |
| All | +74.1% | +122.1% | -47.9% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling