+67.9%
NI vs EQNR
+72.8%
-4.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | 0.0% | +6.4% | -6.4% | -0.3% |
| 30D | -1.4% | +10.4% | -11.7% | -1.9% |
| 3M | -10.6% | +23.1% | -33.7% | -11.5% |
| 6M | -9.3% | +36.3% | -45.6% | -11.2% |
| YTD | +1.1% | +96.0% | -94.8% | -4.1% |
| 1Y | +3.4% | +94.2% | -90.8% | -2.0% |
| 3Y | +67.9% | +75.3% | -7.4% | +58.8% |
| All | +67.9% | +72.8% | -4.9% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling