+352.0%
RY vs EVRG
+120.8%
+231.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.5% |
| 30D | +5.9% | +9.0% | -3.2% | +2.9% |
| 3M | -4.3% | +6.3% | -10.6% | -6.3% |
| 6M | +12.1% | +9.9% | +2.2% | +8.4% |
| YTD | +20.3% | +23.8% | -3.6% | +11.4% |
| 1Y | +41.0% | +19.9% | +21.1% | +32.0% |
| 3Y | +157.5% | +94.3% | +63.3% | +103.2% |
| 5Y | +123.2% | +64.6% | +58.5% | +84.4% |
| All | +352.0% | +120.8% | +231.1% | +248.8% |
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