+189.8%
NOC vs EQNR
+416.8%
-227.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.8% | +6.4% | -5.7% | -0.5% |
| 30D | -9.7% | +10.4% | -20.1% | -11.5% |
| 3M | -5.6% | +23.1% | -28.7% | -9.8% |
| 6M | -28.6% | +36.3% | -64.9% | -33.8% |
| YTD | -7.9% | +96.0% | -103.8% | -21.0% |
| 1Y | -9.5% | +94.2% | -103.7% | -22.4% |
| 3Y | +28.4% | +75.3% | -46.9% | +10.8% |
| 5Y | +59.0% | +187.2% | -128.3% | +19.5% |
| All | +189.8% | +416.8% | -227.0% | +96.4% |
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 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