+180.8%
NOK vs EVRG
+72.0%
+108.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +8.7% | -0.7% | +9.4% | +8.9% |
| 30D | +12.5% | 0.0% | +12.5% | +12.5% |
| 3M | -20.7% | -1.0% | -19.8% | -20.9% |
| 6M | +36.2% | +1.0% | +35.2% | +34.8% |
| YTD | +64.1% | +15.1% | +49.1% | +55.8% |
| 1Y | +132.4% | +17.6% | +114.8% | +118.5% |
| All | +180.8% | +72.0% | +108.8% | +119.1% |
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