+719.5%
NLY vs EQNR
+2,025.8%
-1,306.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -4.0% | +6.4% | -10.4% | -5.5% |
| 30D | -5.2% | +10.4% | -15.6% | -7.6% |
| 3M | +2.8% | +23.1% | -20.3% | -3.1% |
| 6M | +4.2% | +36.3% | -32.1% | -5.6% |
| YTD | +4.7% | +96.0% | -91.3% | -14.1% |
| 1Y | +12.7% | +94.2% | -81.5% | -7.6% |
| 3Y | +62.5% | +75.3% | -12.7% | +34.1% |
| 5Y | +26.3% | +187.2% | -160.9% | -12.3% |
| 10Y | +81.0% | +415.5% | -334.5% | +1.3% |
| All | +719.5% | +2,025.8% | -1,306.4% | +225.3% |
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