-40.3%
NFLX vs EQNR
+86.3%
-126.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.3% |
| 7D | +5.7% | -10.6% | +16.2% | +5.6% |
| 30D | -4.6% | -1.1% | -3.5% | -4.7% |
| 3M | -11.6% | +12.6% | -24.3% | -12.3% |
| 6M | -25.4% | +4.9% | -30.3% | -25.3% |
| YTD | -30.1% | +86.1% | -116.2% | -35.5% |
| 1Y | -40.3% | +87.5% | -127.8% | -45.0% |
| All | -40.3% | +86.3% | -126.6% | -45.0% |
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