-42.2%
RIG vs EVRG
+113.9%
-156.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -0.5% | -1.2% | +0.7% | -0.1% |
| 3M | -6.0% | -0.6% | -5.4% | -5.9% |
| 6M | -10.1% | +2.4% | -12.6% | -11.6% |
| YTD | +37.3% | +15.5% | +21.8% | +28.2% |
| 1Y | +73.9% | +16.8% | +57.1% | +61.5% |
| 3Y | -30.2% | +75.0% | -105.2% | -46.8% |
| 5Y | +62.5% | +49.3% | +13.1% | +31.5% |
| All | -42.2% | +113.9% | -156.1% | -56.9% |
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 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