+140.2%
NI vs EQNR
+416.8%
-276.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | 0.0% | +6.4% | -6.4% | -0.9% |
| 30D | -1.4% | +10.4% | -11.7% | -2.9% |
| 3M | -10.6% | +23.1% | -33.7% | -13.7% |
| 6M | -9.3% | +36.3% | -45.6% | -14.5% |
| YTD | +1.1% | +96.0% | -94.8% | -10.8% |
| 1Y | +3.4% | +94.2% | -90.8% | -8.8% |
| 3Y | +67.9% | +75.3% | -7.4% | +48.6% |
| 5Y | +98.0% | +187.2% | -89.3% | +52.2% |
| All | +140.2% | +416.8% | -276.6% | +42.4% |
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