+122.1%
URI vs EVRG
+71.7%
+50.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -12.9% | -1.0% | -11.9% | -12.7% |
| 3M | -6.7% | +0.4% | -7.1% | -7.0% |
| 6M | +19.0% | -0.8% | +19.8% | +18.9% |
| YTD | +25.5% | +15.3% | +10.2% | +19.1% |
| 1Y | +5.5% | +17.9% | -12.3% | -0.6% |
| All | +122.1% | +71.7% | +50.4% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling