+71,250.3%
ROST vs EVRG
+2,261.5%
+68,988.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | +0.3% | +1.4% | -1.2% | -0.2% |
| 30D | +0.5% | +7.4% | -6.9% | -1.9% |
| 3M | -5.2% | +7.2% | -12.5% | -7.6% |
| 6M | +9.8% | +9.5% | +0.4% | +6.2% |
| YTD | +29.4% | +25.6% | +3.8% | +19.1% |
| 1Y | +44.4% | +20.4% | +24.0% | +34.8% |
| 3Y | +95.0% | +108.8% | -13.8% | +49.5% |
| 5Y | +111.9% | +68.0% | +43.9% | +73.4% |
| 10Y | +301.2% | +124.6% | +176.6% | +192.1% |
| All | +71,250.3% | +2,261.5% | +68,988.8% | +27,571.1% |
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 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