-1.3%
NLY vs EQNR
+75.3%
-76.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.4% |
| 7D | +2.7% | -10.8% | +13.5% | +0.9% |
| 30D | +2.3% | -5.4% | +7.7% | +1.5% |
| 3M | -15.2% | +0.2% | -15.4% | -14.9% |
| 6M | -11.2% | +13.1% | -24.3% | -8.9% |
| YTD | -7.1% | +77.9% | -85.0% | -9.0% |
| 1Y | -1.3% | +76.4% | -77.6% | -3.2% |
| All | -1.3% | +75.3% | -76.6% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling