+681.4%
NFLX vs EQNR
+416.8%
+264.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -1.1% | +6.4% | -7.5% | -2.1% |
| 30D | +4.3% | +10.4% | -6.1% | +2.5% |
| 3M | -4.8% | +23.1% | -27.9% | -8.4% |
| 6M | -18.4% | +36.3% | -54.7% | -23.4% |
| YTD | -17.4% | +96.0% | -113.4% | -27.5% |
| 1Y | -35.7% | +94.2% | -129.9% | -43.5% |
| 3Y | +73.8% | +75.3% | -1.5% | +53.1% |
| 5Y | +29.3% | +187.2% | -157.9% | -0.4% |
| All | +681.4% | +416.8% | +264.6% | +465.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling