+9,850.6%
ROL vs EVRG
+2,261.4%
+7,589.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +3.0% | +1.4% | +1.6% | +2.4% |
| 30D | +19.8% | +7.4% | +12.4% | +16.6% |
| 3M | +7.9% | +7.2% | +0.7% | +5.1% |
| 6M | -25.6% | +9.5% | -35.1% | -28.2% |
| YTD | -34.1% | +25.6% | -59.7% | -39.8% |
| 1Y | -31.4% | +20.3% | -51.7% | -36.3% |
| 3Y | +4.7% | +108.8% | -104.1% | -21.4% |
| 5Y | +15.6% | +67.9% | -52.3% | -6.5% |
| 10Y | +220.6% | +124.6% | +96.0% | +121.0% |
| All | +9,850.6% | +2,261.4% | +7,589.2% | +3,009.1% |
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 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