+6,118.4%
RIO vs EVRG
+2,278.4%
+3,840.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | +1.9% | +0.9% | +1.1% | +1.6% |
| 30D | +5.0% | -0.5% | +5.5% | +5.1% |
| 3M | +5.1% | +1.5% | +3.6% | +4.2% |
| 6M | +17.6% | +1.2% | +16.5% | +16.5% |
| YTD | +36.3% | +16.3% | +20.0% | +27.4% |
| 1Y | +71.2% | +20.3% | +50.9% | +57.6% |
| 3Y | +102.7% | +72.3% | +30.4% | +59.0% |
| 5Y | +99.6% | +46.7% | +52.9% | +64.7% |
| 10Y | +603.1% | +113.8% | +489.3% | +361.6% |
| All | +6,118.4% | +2,278.4% | +3,840.0% | +1,875.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling