+11,448.1%
RY vs EVRG
+994.0%
+10,454.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.1% | +1.1% | +2.0% | +2.7% |
| 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% | +19.0% |
| 1Y | +46.3% | +17.9% | +28.4% | +38.0% |
| 3Y | +154.9% | +71.9% | +83.0% | +111.7% |
| 5Y | +140.3% | +45.3% | +95.0% | +108.7% |
| 10Y | +377.0% | +113.1% | +264.0% | +254.6% |
| All | +11,448.1% | +994.0% | +10,454.1% | +5,281.2% |
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