-5.2%
ROP vs EVRG
+104.1%
-109.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +28.8% | +7.4% | +21.4% | +27.4% |
| 3M | +21.1% | +7.2% | +13.8% | +19.7% |
| 6M | +52.5% | +9.5% | +43.1% | +50.3% |
| YTD | +8.9% | +25.6% | -16.7% | +3.8% |
| 1Y | +8.2% | +20.4% | -12.1% | +4.3% |
| 3Y | -5.2% | +108.8% | -114.0% | -18.9% |
| All | -5.2% | +104.1% | -109.3% | -18.9% |
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 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