+50.5%
ROST vs EVRG
+17.4%
+33.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -10.3% | 0.0% | -10.3% | -10.3% |
| 3M | -2.6% | -1.0% | -1.6% | -2.8% |
| 6M | +6.5% | +1.0% | +5.6% | +6.4% |
| YTD | +25.9% | +15.1% | +10.8% | +21.3% |
| All | +50.5% | +17.4% | +33.1% | +43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling