+330.2%
RCL vs EVRG
+123.3%
+206.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.9% | -3.9% |
| 7D | -0.2% | +1.0% | -1.2% | -0.7% |
| 30D | +14.4% | +7.5% | +6.9% | +10.4% |
| 3M | +5.2% | +6.8% | -1.7% | +1.8% |
| 6M | +26.1% | +7.7% | +18.4% | +21.2% |
| YTD | +17.4% | +24.9% | -7.5% | +3.9% |
| 1Y | +24.7% | +18.1% | +6.6% | +13.5% |
| 3Y | +250.9% | +101.9% | +149.0% | +136.6% |
| 5Y | +293.8% | +67.0% | +226.8% | +190.9% |
| All | +330.2% | +123.3% | +206.9% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling