+48.9%
EVRG vs RNG
-70.1%
+119.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.7% | -9.6% | +8.9% | -0.4% |
| 30D | 0.0% | +8.8% | -8.8% | -0.2% |
| 3M | -1.0% | +78.6% | -79.6% | -2.7% |
| 6M | +1.0% | +70.3% | -69.3% | -0.9% |
| YTD | +15.1% | +140.3% | -125.3% | +11.2% |
| 1Y | +17.6% | +126.6% | -109.0% | +13.7% |
| 3Y | +70.5% | +120.2% | -49.7% | +63.2% |
| 5Y | +48.9% | -68.3% | +117.2% | +43.3% |
| All | +48.9% | -70.1% | +119.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling