+329.7%
EVRG vs RNG
+309.1%
+20.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.2% | +1.1% |
| 7D | +0.9% | -0.8% | +1.7% | +0.9% |
| 30D | -0.5% | +11.4% | -11.9% | -1.1% |
| 3M | +1.5% | +72.1% | -70.6% | -1.6% |
| 6M | +1.2% | +67.9% | -66.8% | -2.2% |
| YTD | +16.3% | +144.3% | -128.0% | +9.5% |
| 1Y | +20.3% | +117.5% | -97.3% | +13.8% |
| 3Y | +72.3% | +123.9% | -51.6% | +60.3% |
| 5Y | +46.7% | -70.1% | +116.8% | +51.1% |
| 10Y | +113.8% | +215.9% | -102.1% | +94.6% |
| All | +329.7% | +309.1% | +20.6% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling