+210.3%
RSP vs EVRG
+123.3%
+87.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.8% | +1.0% | +0.8% | +1.4% |
| 30D | +3.5% | +7.5% | -4.0% | +0.3% |
| 3M | +0.2% | +6.8% | -6.6% | -2.7% |
| 6M | +9.1% | +7.7% | +1.4% | +5.4% |
| YTD | +16.6% | +24.9% | -8.3% | +5.3% |
| 1Y | +17.9% | +18.1% | -0.2% | +9.0% |
| 3Y | +64.6% | +101.9% | -37.3% | +18.8% |
| 5Y | +48.4% | +67.0% | -18.6% | +15.5% |
| All | +210.3% | +123.3% | +87.0% | +116.8% |
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