+114.6%
ROST vs EVRG
+48.0%
+66.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 3M | -3.3% | -0.6% | -2.7% | -3.4% |
| 6M | +9.0% | +2.4% | +6.6% | +7.9% |
| YTD | +28.9% | +15.5% | +13.4% | +22.7% |
| 1Y | +54.0% | +16.8% | +37.2% | +46.0% |
| 3Y | +100.7% | +75.0% | +25.7% | +64.8% |
| All | +114.6% | +48.0% | +66.6% | +83.2% |
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