+87.7%
RIO vs EVRG
+72.0%
+15.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | +2.5% | -1.0% | +3.5% | +2.5% |
| 6M | +10.8% | +1.0% | +9.8% | +10.0% |
| YTD | +30.5% | +15.1% | +15.4% | +24.5% |
| 1Y | +68.1% | +17.6% | +50.6% | +59.1% |
| All | +87.7% | +72.0% | +15.8% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling