+24.6%
NOC vs EVRG
+104.1%
-79.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | +4.8% | +1.4% | +3.4% | +4.3% |
| 30D | +11.0% | +7.4% | +3.7% | +8.0% |
| 3M | -3.8% | +7.2% | -11.0% | -6.4% |
| 6M | +0.6% | +9.5% | -8.8% | -2.8% |
| YTD | -2.3% | +25.6% | -27.9% | -9.9% |
| 1Y | +0.3% | +20.4% | -20.1% | -6.2% |
| 3Y | +24.6% | +108.8% | -84.2% | +0.1% |
| All | +24.6% | +104.1% | -79.5% | +0.1% |
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