+312.1%
ROST vs EVRG
+113.9%
+198.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -6.9% | -1.2% | -5.7% | -6.5% |
| 3M | -3.3% | -0.6% | -2.7% | -3.3% |
| 6M | +9.0% | +2.4% | +6.6% | +7.5% |
| YTD | +28.9% | +15.5% | +13.4% | +20.8% |
| 1Y | +54.0% | +16.8% | +37.2% | +43.5% |
| 3Y | +100.7% | +75.0% | +25.7% | +55.7% |
| 5Y | +116.0% | +49.3% | +66.7% | +77.6% |
| All | +312.1% | +113.9% | +198.2% | +211.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling