+1,395.2%
RL vs EVRG
+924.1%
+471.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -7.8% | -1.0% | -6.8% | -7.4% |
| 3M | -4.0% | +0.4% | -4.4% | -4.4% |
| 6M | -1.9% | -0.8% | -1.0% | -1.9% |
| YTD | -0.2% | +15.3% | -15.5% | -6.4% |
| 1Y | +10.7% | +17.9% | -7.2% | +2.8% |
| 3Y | +210.8% | +71.9% | +138.8% | +143.2% |
| 5Y | +238.2% | +45.3% | +193.0% | +180.5% |
| 10Y | +313.4% | +113.1% | +200.3% | +184.6% |
| All | +1,395.2% | +924.1% | +471.2% | +407.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling