+351.4%
RY vs EVRG
+123.5%
+227.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.0% | +2.5% | -5.4% | -3.8% |
| 30D | +6.3% | +8.4% | -2.1% | +3.4% |
| 3M | -2.6% | +8.6% | -11.2% | -5.3% |
| 6M | +13.9% | +7.7% | +6.3% | +10.9% |
| YTD | +21.7% | +25.0% | -3.3% | +12.4% |
| 1Y | +40.4% | +18.7% | +21.7% | +31.9% |
| 3Y | +161.3% | +102.1% | +59.3% | +103.4% |
| 5Y | +126.5% | +66.8% | +59.6% | +86.2% |
| All | +351.4% | +123.5% | +227.9% | +247.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling