+193.5%
NRG vs EQNR
+183.4%
+10.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -4.7% | +6.4% | -11.1% | -5.5% |
| 30D | -6.0% | +10.4% | -16.3% | -7.3% |
| 3M | -8.0% | +23.1% | -31.0% | -10.8% |
| 6M | -23.2% | +36.3% | -59.4% | -27.8% |
| YTD | -28.1% | +96.0% | -124.0% | -37.5% |
| 1Y | -27.3% | +94.2% | -121.5% | -36.9% |
| 3Y | +208.7% | +75.3% | +133.4% | +169.4% |
| All | +193.5% | +183.4% | +10.1% | +140.1% |
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