+267.0%
RTX vs EVRG
+123.3%
+143.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +3.4% | +1.0% | +2.4% | +2.9% |
| 30D | +8.4% | +7.5% | +0.9% | +4.6% |
| 3M | -10.7% | +6.8% | -17.5% | -13.6% |
| 6M | +11.7% | +7.7% | +4.0% | +7.5% |
| YTD | +9.3% | +24.9% | -15.5% | -2.3% |
| 1Y | +13.3% | +18.1% | -4.8% | +4.0% |
| 3Y | +156.1% | +101.9% | +54.2% | +78.2% |
| 5Y | +148.5% | +67.0% | +81.5% | +87.8% |
| All | +267.0% | +123.3% | +143.7% | +143.5% |
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