+280.0%
RTX vs EVRG
+113.2%
+166.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.7% |
| 30D | -11.2% | 0.0% | -11.2% | -11.2% |
| 3M | +12.0% | -1.0% | +13.0% | +12.4% |
| 6M | -3.6% | +1.0% | -4.5% | -4.3% |
| YTD | +9.2% | +15.1% | -5.9% | +1.6% |
| 1Y | +29.7% | +17.6% | +12.1% | +19.4% |
| 3Y | +152.0% | +70.5% | +81.5% | +90.7% |
| 5Y | +165.8% | +48.9% | +116.9% | +112.6% |
| All | +280.0% | +113.2% | +166.8% | +163.6% |
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