+342.5%
RCL vs EVRG
+111.7%
+230.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.5% |
| 30D | -15.7% | -0.2% | -15.4% | -15.6% |
| 3M | -8.0% | -0.5% | -7.5% | -8.0% |
| 6M | -10.1% | +0.2% | -10.3% | -10.7% |
| YTD | -5.9% | +14.9% | -20.8% | -13.2% |
| 1Y | -23.5% | +18.2% | -41.7% | -30.5% |
| 3Y | +174.4% | +70.2% | +104.2% | +101.8% |
| 5Y | +227.1% | +45.3% | +181.8% | +159.9% |
| 10Y | +342.5% | +112.4% | +230.1% | +245.5% |
| All | +342.5% | +111.7% | +230.8% | +245.5% |
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