+3.6%
ROL vs EVRG
+103.1%
-99.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.8% | +2.5% | -1.7% | -0.2% |
| 30D | +20.6% | +8.4% | +12.2% | +16.9% |
| 3M | +4.5% | +8.6% | -4.1% | +1.1% |
| 6M | -26.5% | +7.7% | -34.2% | -28.7% |
| YTD | -34.8% | +25.0% | -59.8% | -40.6% |
| 1Y | -33.2% | +18.7% | -51.9% | -37.8% |
| All | +3.6% | +103.1% | -99.5% | -16.1% |
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 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