+1,059.0%
RMBS vs EVRG
+953.5%
+105.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +3.5% | +0.6% | +2.9% | +3.2% |
| 30D | -8.6% | -0.2% | -8.4% | -8.5% |
| 3M | -40.3% | -0.5% | -39.9% | -40.5% |
| 6M | -1.0% | +0.2% | -1.2% | -2.0% |
| YTD | -4.6% | +14.9% | -19.5% | -11.4% |
| 1Y | +17.6% | +18.2% | -0.6% | +7.6% |
| 3Y | +58.6% | +70.2% | -11.5% | +20.5% |
| 5Y | +270.9% | +45.3% | +225.6% | +196.5% |
| 10Y | +569.1% | +112.4% | +456.7% | +322.6% |
| All | +1,059.0% | +953.5% | +105.5% | +239.3% |
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