+625.8%
NTAP vs EQNR
+416.8%
+209.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.7% |
| 7D | +7.4% | +6.4% | +0.9% | +5.5% |
| 30D | -1.4% | +10.4% | -11.7% | -4.1% |
| 3M | +24.6% | +23.1% | +1.5% | +16.9% |
| 6M | +105.9% | +36.3% | +69.6% | +85.7% |
| YTD | +88.5% | +96.0% | -7.4% | +52.5% |
| 1Y | +62.1% | +94.2% | -32.1% | +31.0% |
| 3Y | +169.1% | +75.3% | +93.8% | +118.5% |
| 5Y | +141.9% | +187.2% | -45.3% | +54.7% |
| All | +625.8% | +416.8% | +209.0% | +285.1% |
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 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