+179.4%
RCL vs EVRG
+72.7%
+106.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.3% |
| 7D | -0.5% | +0.9% | -1.3% | -0.5% |
| 30D | -17.3% | -0.5% | -16.8% | -17.3% |
| 3M | -2.8% | +1.5% | -4.3% | -2.9% |
| 6M | -4.4% | +1.2% | -5.5% | -4.6% |
| YTD | -4.2% | +16.3% | -20.5% | -6.5% |
| 1Y | -23.4% | +20.3% | -43.6% | -25.6% |
| 3Y | +179.4% | +72.3% | +107.1% | +151.9% |
| All | +179.4% | +72.7% | +106.7% | +151.9% |
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