+28.4%
NOC vs EVRG
+72.0%
-43.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -9.4% | 0.0% | -9.5% | -9.4% |
| 3M | -3.8% | -1.0% | -2.9% | -3.5% |
| 6M | -28.8% | +1.0% | -29.7% | -29.0% |
| YTD | -7.9% | +15.1% | -23.0% | -11.9% |
| 1Y | -9.0% | +17.6% | -26.6% | -13.7% |
| All | +28.4% | +72.0% | -43.6% | +9.8% |
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 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