-45.8%
NIO vs EQNR
+186.1%
-231.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -3.0% | -3.2% |
| 7D | -7.3% | +5.7% | -13.0% | -9.1% |
| 30D | -22.5% | +11.3% | -33.8% | -25.5% |
| 3M | -30.9% | +21.5% | -52.4% | -36.0% |
| 6M | -37.2% | +41.8% | -79.0% | -46.0% |
| YTD | -29.8% | +97.3% | -127.1% | -47.2% |
| 1Y | -37.4% | +89.9% | -127.3% | -52.5% |
| 3Y | -64.3% | +76.9% | -141.2% | -72.8% |
| 5Y | -90.6% | +189.2% | -279.8% | -94.3% |
| All | -45.8% | +186.1% | -231.9% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling