+1,606.2%
RL vs EVRG
+1,010.8%
+595.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 6M | +12.1% | +10.0% | +2.1% | +7.4% |
| YTD | +13.9% | +25.1% | -11.2% | +3.2% |
| 1Y | +20.7% | +19.5% | +1.1% | +11.4% |
| 3Y | +260.6% | +102.3% | +158.3% | +164.1% |
| 5Y | +248.9% | +66.8% | +182.0% | +173.0% |
| 10Y | +355.9% | +125.0% | +230.9% | +206.8% |
| All | +1,606.2% | +1,010.8% | +595.5% | +459.5% |
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