-42.0%
RIG vs EVRG
+1,130.6%
-1,172.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | -8.2% | +0.6% | -8.8% | -8.4% |
| 30D | -0.2% | -0.2% | +0.1% | -0.2% |
| 3M | -2.7% | -0.5% | -2.3% | -2.8% |
| 6M | -7.5% | +0.2% | -7.6% | -7.9% |
| YTD | +38.3% | +14.9% | +23.4% | +30.5% |
| 1Y | +81.8% | +18.2% | +63.6% | +69.7% |
| 3Y | -30.2% | +70.2% | -100.4% | -44.0% |
| 5Y | +59.9% | +45.3% | +14.6% | +34.9% |
| 10Y | -41.9% | +112.4% | -154.3% | -58.0% |
| All | -42.0% | +1,130.6% | -1,172.6% | -77.9% |
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 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