+324.2%
NSC vs EQNR
+416.8%
-92.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.8% | +6.4% | -9.2% | -4.6% |
| 30D | -4.5% | +10.4% | -14.9% | -7.4% |
| 3M | +3.5% | +23.1% | -19.5% | -3.4% |
| 6M | +8.5% | +36.3% | -27.8% | -3.5% |
| YTD | +12.3% | +96.0% | -83.6% | -11.9% |
| 1Y | +18.9% | +94.2% | -75.3% | -6.7% |
| 3Y | +74.1% | +75.3% | -1.1% | +37.3% |
| 5Y | +43.9% | +187.2% | -143.3% | -14.3% |
| All | +324.2% | +416.8% | -92.6% | +84.8% |
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