+16,860.8%
NOC vs EVRG
+2,261.5%
+14,599.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | +4.8% | +1.4% | +3.4% | +4.4% |
| 30D | +11.0% | +7.4% | +3.7% | +8.7% |
| 3M | -3.8% | +7.2% | -11.0% | -5.8% |
| 6M | +0.6% | +9.5% | -8.8% | -2.1% |
| YTD | -2.3% | +25.6% | -27.9% | -8.8% |
| 1Y | +0.3% | +20.4% | -20.1% | -5.3% |
| 3Y | +24.6% | +108.8% | -84.2% | -0.7% |
| 5Y | +66.0% | +68.0% | -2.0% | +40.4% |
| 10Y | +161.2% | +124.6% | +36.6% | +100.3% |
| All | +16,860.8% | +2,261.5% | +14,599.3% | +7,973.6% |
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