+141.9%
RY vs EVRG
+45.5%
+96.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.1% | +1.1% | +2.0% | +2.8% |
| 30D | -0.3% | -1.0% | +0.7% | 0.0% |
| 3M | +8.7% | +0.4% | +8.3% | +8.3% |
| 6M | +28.5% | -0.8% | +29.4% | +28.5% |
| YTD | +25.1% | +15.3% | +9.8% | +18.8% |
| 1Y | +46.3% | +17.9% | +28.4% | +37.7% |
| 3Y | +154.9% | +71.9% | +83.0% | +109.5% |
| All | +141.9% | +45.5% | +96.4% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling