+0.8%
ROL vs EVRG
+72.7%
-71.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | -3.4% | +0.9% | -4.3% | -3.8% |
| 30D | -6.9% | -0.5% | -6.4% | -6.8% |
| 3M | -24.6% | +1.5% | -26.1% | -25.1% |
| 6M | -39.5% | +1.2% | -40.7% | -39.9% |
| YTD | -41.1% | +16.3% | -57.4% | -44.8% |
| 1Y | -37.9% | +20.3% | -58.2% | -42.6% |
| 3Y | +0.8% | +72.3% | -71.5% | -17.2% |
| All | +0.8% | +72.7% | -71.9% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling