+2,317.2%
NEE vs EQNR
+2,025.8%
+291.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -1.3% | +6.4% | -7.8% | -2.7% |
| 30D | -3.3% | +10.4% | -13.7% | -5.4% |
| 3M | -2.3% | +23.1% | -25.3% | -7.0% |
| 6M | -8.9% | +36.3% | -45.2% | -15.8% |
| YTD | +4.8% | +96.0% | -91.2% | -10.9% |
| 1Y | +18.7% | +94.2% | -75.5% | +1.0% |
| 3Y | +33.2% | +75.3% | -42.0% | +14.2% |
| 5Y | +10.9% | +187.2% | -176.4% | -17.9% |
| 10Y | +251.8% | +415.5% | -163.7% | +110.0% |
| All | +2,317.2% | +2,025.8% | +291.4% | +892.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling