+59.4%
RBLX vs EVRG
+72.5%
-13.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +28.0% | -1.2% | +29.2% | +27.8% |
| 3M | +4.6% | -0.6% | +5.2% | +4.5% |
| 6M | -24.7% | +2.4% | -27.1% | -24.5% |
| YTD | -43.8% | +15.5% | -59.3% | -43.3% |
| 1Y | -65.8% | +16.8% | -82.6% | -65.4% |
| 3Y | +59.4% | +75.0% | -15.6% | +69.4% |
| All | +59.4% | +72.5% | -13.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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