+212.7%
ROL vs EVRG
+123.3%
+89.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +18.5% | +7.5% | +11.1% | +15.6% |
| 3M | +4.3% | +6.8% | -2.5% | +2.0% |
| 6M | -27.7% | +7.7% | -35.5% | -29.6% |
| YTD | -35.8% | +24.9% | -60.6% | -40.7% |
| 1Y | -34.1% | +18.1% | -52.2% | -38.0% |
| 3Y | +2.9% | +101.9% | -99.0% | -19.4% |
| 5Y | +12.7% | +67.0% | -54.3% | -6.5% |
| All | +212.7% | +123.3% | +89.4% | +135.9% |
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