+70,384.2%
ROST vs EVRG
+2,087.5%
+68,296.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -10.2% | -0.5% | -9.6% | -10.1% |
| 3M | +1.0% | +1.5% | -0.5% | +0.3% |
| 6M | +8.7% | +1.2% | +7.6% | +7.9% |
| YTD | +27.8% | +16.3% | +11.5% | +20.8% |
| 1Y | +52.7% | +20.3% | +32.4% | +42.6% |
| 3Y | +97.5% | +72.3% | +25.2% | +61.4% |
| 5Y | +111.6% | +46.7% | +64.9% | +81.3% |
| 10Y | +302.2% | +113.8% | +188.4% | +198.0% |
| All | +70,384.2% | +2,087.5% | +68,296.7% | +27,967.1% |
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