+112.4%
EVRG vs RRC
+4.5%
+107.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +0.6% | -1.7% | +2.3% | +0.7% |
| 30D | -0.2% | +3.6% | -3.8% | -0.4% |
| 3M | -0.5% | +8.8% | -9.3% | -0.9% |
| 6M | +0.2% | +0.8% | -0.6% | 0.0% |
| YTD | +14.9% | +19.0% | -4.1% | +13.6% |
| 1Y | +18.2% | +22.9% | -4.7% | +16.6% |
| 3Y | +70.2% | +32.3% | +37.9% | +66.3% |
| 5Y | +45.3% | +151.6% | -106.2% | +36.6% |
| 10Y | +112.4% | +5.5% | +106.9% | +76.8% |
| All | +112.4% | +4.5% | +107.9% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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