+2.0%
RDW vs EVRG
+87.9%
-85.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -21.3% | -1.2% | -20.1% | -21.0% |
| 3M | -37.9% | -0.6% | -37.2% | -38.1% |
| 6M | +12.3% | +2.4% | +9.8% | +10.2% |
| YTD | +39.7% | +15.5% | +24.3% | +29.9% |
| 1Y | +25.7% | +16.8% | +8.9% | +16.3% |
| 3Y | +230.8% | +75.0% | +155.8% | +162.4% |
| 5Y | -8.8% | +49.3% | -58.1% | -25.2% |
| All | +2.0% | +87.9% | -85.9% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling