-15.9%
ROP vs EVRG
+44.9%
-60.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | -3.4% | -0.2% | -3.1% | -3.3% |
| 3M | +16.7% | -0.5% | +17.1% | +16.7% |
| 6M | +8.1% | +0.2% | +7.9% | +7.6% |
| YTD | -11.7% | +14.9% | -26.6% | -16.3% |
| 1Y | -24.2% | +18.2% | -42.4% | -29.0% |
| 3Y | -19.0% | +70.2% | -89.1% | -34.0% |
| 5Y | -15.9% | +45.3% | -61.2% | -26.8% |
| All | -15.9% | +44.9% | -60.8% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling