+115.1%
NOK vs EVRG
+48.0%
+67.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | +7.8% | -1.2% | +9.1% | +8.2% |
| 3M | -21.0% | -0.6% | -20.4% | -21.2% |
| 6M | +40.9% | +2.4% | +38.5% | +38.9% |
| YTD | +72.0% | +15.5% | +56.6% | +62.3% |
| 1Y | +140.9% | +16.8% | +124.1% | +125.9% |
| 3Y | +194.3% | +75.0% | +119.3% | +133.8% |
| All | +115.1% | +48.0% | +67.1% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling