+31.7%
NTR vs EQNR
+84.5%
-52.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | +3.0% | -13.9% | +16.8% | +8.6% |
| 30D | +2.2% | +0.9% | +1.2% | +0.8% |
| 3M | +7.9% | +7.4% | +0.4% | +3.6% |
| 6M | -1.5% | +12.6% | -14.2% | -7.9% |
| YTD | +18.6% | +83.7% | -65.1% | -12.3% |
| 1Y | +31.7% | +83.3% | -51.6% | -2.9% |
| All | +31.7% | +84.5% | -52.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling