+584.5%
RIO vs EVRG
+113.9%
+470.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +0.9% | -1.2% | +2.1% | +1.2% |
| 3M | -1.4% | -0.6% | -0.8% | -1.4% |
| 6M | +10.9% | +2.4% | +8.5% | +9.9% |
| YTD | +31.2% | +15.5% | +15.8% | +25.5% |
| 1Y | +67.9% | +16.8% | +51.1% | +59.9% |
| 3Y | +88.8% | +75.0% | +13.8% | +59.0% |
| 5Y | +93.1% | +49.3% | +43.8% | +68.6% |
| All | +584.5% | +113.9% | +470.6% | +450.8% |
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