+24,936.4%
ROP vs EVRG
+1,504.5%
+23,431.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | -4.4% | +1.1% | -5.5% | -4.9% |
| 30D | +3.2% | -1.0% | +4.2% | +3.6% |
| 3M | +23.1% | +0.4% | +22.7% | +22.6% |
| 6M | +13.3% | -0.8% | +14.2% | +13.1% |
| YTD | -7.9% | +15.3% | -23.2% | -13.9% |
| 1Y | -22.1% | +17.9% | -39.9% | -28.0% |
| 3Y | -16.8% | +71.9% | -88.7% | -35.3% |
| 5Y | -13.5% | +45.3% | -58.8% | -28.4% |
| 10Y | +137.7% | +113.1% | +24.6% | +59.9% |
| All | +24,936.4% | +1,504.5% | +23,431.9% | +9,058.4% |
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