+0.6%
NOC vs EVRG
+9.2%
-8.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.1% |
| 7D | +4.8% | +1.4% | +3.4% | +4.0% |
| 30D | +11.0% | +7.4% | +3.7% | +6.2% |
| 3M | -3.8% | +7.2% | -11.0% | -7.8% |
| 6M | +0.6% | +9.5% | -8.8% | -5.0% |
| All | +0.6% | +9.2% | -8.6% | -5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling