+375.5%
RY vs EVRG
+111.7%
+263.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -1.9% | -0.2% | -1.7% | -1.8% |
| 3M | +5.1% | -0.5% | +5.6% | +5.1% |
| 6M | +28.2% | +0.2% | +28.0% | +27.7% |
| YTD | +22.9% | +14.9% | +8.0% | +16.7% |
| 1Y | +45.5% | +18.2% | +27.3% | +36.7% |
| 3Y | +156.7% | +70.2% | +86.5% | +111.6% |
| 5Y | +137.7% | +45.3% | +92.4% | +104.6% |
| 10Y | +375.5% | +112.4% | +263.1% | +268.7% |
| All | +375.5% | +111.7% | +263.8% | +268.7% |
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