+9,030.3%
ROL vs EVRG
+2,068.9%
+6,961.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.8% |
| 30D | -4.1% | -1.0% | -3.1% | -3.8% |
| 3M | -22.5% | +0.4% | -22.9% | -22.7% |
| 6M | -37.7% | -0.8% | -36.8% | -37.6% |
| YTD | -39.6% | +15.3% | -54.9% | -43.0% |
| 1Y | -36.0% | +17.9% | -53.9% | -40.1% |
| 3Y | -5.1% | +71.9% | -77.1% | -23.4% |
| 5Y | -3.4% | +45.3% | -48.6% | -17.5% |
| 10Y | +215.2% | +113.1% | +102.2% | +121.5% |
| All | +9,030.3% | +2,068.9% | +6,961.4% | +2,844.8% |
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