+15,768.5%
NOC vs EVRG
+2,068.9%
+13,699.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -5.2% | +1.1% | -6.3% | -5.5% |
| 30D | -7.2% | -1.0% | -6.2% | -6.9% |
| 3M | -5.1% | +0.4% | -5.5% | -5.2% |
| 6M | -31.1% | -0.8% | -30.2% | -30.9% |
| YTD | -8.6% | +15.3% | -23.9% | -12.5% |
| 1Y | -9.7% | +17.9% | -27.6% | -14.2% |
| 3Y | +24.3% | +71.9% | -47.6% | +4.9% |
| 5Y | +52.6% | +45.3% | +7.4% | +34.7% |
| 10Y | +183.6% | +113.1% | +70.5% | +121.3% |
| All | +15,768.5% | +2,068.9% | +13,699.5% | +7,650.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling