+304.8%
RL vs EVRG
+111.7%
+193.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -0.3% | +0.6% | -0.8% | -0.5% |
| 30D | -17.5% | -0.2% | -17.3% | -17.5% |
| 3M | -14.0% | -0.5% | -13.5% | -14.0% |
| 6M | -2.0% | +0.2% | -2.1% | -2.4% |
| YTD | -4.6% | +14.9% | -19.5% | -10.5% |
| 1Y | +9.5% | +18.2% | -8.7% | +1.3% |
| 3Y | +200.5% | +70.2% | +130.3% | +133.7% |
| 5Y | +226.3% | +45.3% | +180.9% | +169.3% |
| 10Y | +304.8% | +112.4% | +192.4% | +197.6% |
| All | +304.8% | +111.7% | +193.1% | +197.6% |
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