+59.1%
NOC vs EQNR
+183.4%
-124.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.8% | +6.4% | -5.7% | -0.2% |
| 30D | -9.7% | +10.4% | -20.1% | -11.2% |
| 3M | -5.6% | +23.1% | -28.7% | -9.1% |
| 6M | -28.6% | +36.3% | -64.9% | -33.0% |
| YTD | -7.9% | +96.0% | -103.8% | -19.2% |
| 1Y | -9.5% | +94.2% | -103.7% | -20.6% |
| 3Y | +28.4% | +75.3% | -46.9% | +13.6% |
| All | +59.1% | +183.4% | -124.2% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling