+51.1%
NEM vs EQNR
+89.2%
-38.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.2% | +16.1% | +8.4% |
| 7D | +3.7% | -10.2% | +13.9% | +1.4% |
| 30D | +2.0% | +1.1% | +0.9% | +2.2% |
| 3M | +21.1% | +10.3% | +10.8% | +24.0% |
| 6M | +9.5% | +5.7% | +3.9% | +11.2% |
| YTD | +19.1% | +87.2% | -68.2% | +27.4% |
| 1Y | +51.1% | +87.4% | -36.3% | +62.1% |
| All | +51.1% | +89.2% | -38.1% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling