+1,022.8%
NBIS vs EQNR
+106.1%
+916.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -0.8% | +6.4% | -7.3% | -0.9% |
| 30D | -13.4% | +10.4% | -23.7% | -13.5% |
| 3M | +1.0% | +23.1% | -22.0% | +0.3% |
| 6M | +100.5% | +36.3% | +64.2% | +91.9% |
| YTD | +168.3% | +96.0% | +72.3% | +135.4% |
| 1Y | +151.8% | +94.2% | +57.5% | +120.2% |
| All | +1,022.8% | +106.1% | +916.6% | +826.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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