+261.7%
RMBS vs EVRG
+45.7%
+216.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | -11.5% | 0.0% | -11.5% | -11.5% |
| 3M | -38.2% | -1.0% | -37.3% | -38.3% |
| 6M | -4.8% | +1.0% | -5.7% | -5.0% |
| YTD | -7.1% | +15.1% | -22.2% | -8.1% |
| 1Y | +10.7% | +17.6% | -6.9% | +9.3% |
| 3Y | +54.5% | +70.5% | -16.0% | +46.5% |
| 5Y | +261.7% | +48.9% | +212.8% | +244.1% |
| All | +261.7% | +45.7% | +216.0% | +244.1% |
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