+558.9%
RMBS vs EVRG
+113.9%
+444.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -13.9% | -1.2% | -12.7% | -13.6% |
| 3M | -39.8% | -0.6% | -39.2% | -39.9% |
| 6M | -6.0% | +2.4% | -8.4% | -7.3% |
| YTD | -5.4% | +15.5% | -20.8% | -10.3% |
| 1Y | -1.8% | +16.8% | -18.6% | -7.5% |
| 3Y | +53.7% | +75.0% | -21.3% | +24.4% |
| 5Y | +268.5% | +49.3% | +219.2% | +211.6% |
| All | +558.9% | +113.9% | +444.9% | +384.5% |
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 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