-24.0%
NKE vs EQNR
+416.8%
-440.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.2% | +6.4% | -10.6% | -5.4% |
| 30D | -8.2% | +10.4% | -18.6% | -10.2% |
| 3M | -19.1% | +23.1% | -42.2% | -23.1% |
| 6M | -32.6% | +36.3% | -68.9% | -38.2% |
| YTD | -40.7% | +96.0% | -136.7% | -50.4% |
| 1Y | -48.9% | +94.2% | -143.1% | -57.3% |
| 3Y | -59.2% | +75.3% | -134.5% | -65.8% |
| 5Y | -75.3% | +187.2% | -262.6% | -83.0% |
| All | -24.0% | +416.8% | -440.8% | -55.9% |
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