+250.8%
RL vs EVRG
+48.0%
+202.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -7.8% | -1.0% | -6.8% | -7.6% |
| 3M | -4.0% | +0.4% | -4.4% | -4.2% |
| 6M | -1.9% | -0.8% | -1.0% | -1.8% |
| YTD | -0.2% | +15.3% | -15.5% | -4.2% |
| 1Y | +10.7% | +17.9% | -7.2% | +5.5% |
| 3Y | +210.8% | +71.9% | +138.8% | +164.5% |
| All | +250.8% | +48.0% | +202.8% | +216.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling