-14.4%
RUN vs EVRG
+230.0%
-244.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.2% |
| 7D | +10.2% | +0.9% | +9.3% | +9.6% |
| 30D | -9.6% | -0.5% | -9.1% | -9.4% |
| 3M | -31.5% | +1.5% | -33.0% | -32.3% |
| 6M | -18.7% | +1.2% | -19.9% | -19.6% |
| YTD | -49.9% | +16.3% | -66.2% | -54.4% |
| 1Y | -45.5% | +20.3% | -65.8% | -51.4% |
| 3Y | -34.1% | +72.3% | -106.4% | -52.2% |
| 5Y | -79.4% | +46.7% | -126.1% | -83.8% |
| 10Y | +48.9% | +113.8% | -64.8% | +3.6% |
| All | -14.4% | +230.0% | -244.4% | -47.9% |
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