+355.9%
RL vs EVRG
+123.0%
+232.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.3% | +3.5% | -2.2% | -0.1% |
| 30D | +7.6% | +9.2% | -1.6% | +3.7% |
| 3M | -1.5% | +8.6% | -10.1% | -5.0% |
| 6M | +12.1% | +10.0% | +2.1% | +7.4% |
| YTD | +13.9% | +25.1% | -11.2% | +3.0% |
| 1Y | +20.7% | +19.5% | +1.1% | +11.2% |
| 3Y | +260.6% | +102.3% | +158.3% | +160.1% |
| 5Y | +248.9% | +66.8% | +182.0% | +170.4% |
| 10Y | +355.9% | +125.0% | +230.9% | +222.1% |
| All | +355.9% | +123.0% | +232.9% | +222.1% |
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