+2,672.4%
NSC vs EQNR
+2,025.8%
+646.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.8% | +6.4% | -9.2% | -4.9% |
| 30D | -4.5% | +10.4% | -14.9% | -7.9% |
| 3M | +3.5% | +23.1% | -19.5% | -4.5% |
| 6M | +8.5% | +36.3% | -27.8% | -4.9% |
| YTD | +12.3% | +96.0% | -83.6% | -14.0% |
| 1Y | +18.9% | +94.2% | -75.3% | -9.0% |
| 3Y | +74.1% | +75.3% | -1.1% | +33.7% |
| 5Y | +43.9% | +187.2% | -143.3% | -13.5% |
| 10Y | +331.6% | +415.5% | -83.8% | +94.7% |
| All | +2,672.4% | +2,025.8% | +646.6% | +833.9% |
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