+90.2%
NTR vs EQNR
+250.6%
-160.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -1.3% | +6.4% | -7.7% | -4.3% |
| 30D | +16.8% | +10.4% | +6.4% | +11.2% |
| 3M | +20.7% | +23.1% | -2.3% | +8.3% |
| 6M | +0.5% | +36.3% | -35.8% | -15.1% |
| YTD | +29.2% | +96.0% | -66.8% | -9.4% |
| 1Y | +39.6% | +94.2% | -54.6% | -2.0% |
| 3Y | +37.9% | +75.3% | -37.4% | -1.0% |
| 5Y | +47.1% | +187.2% | -140.1% | -21.5% |
| All | +90.2% | +250.6% | -160.4% | -21.3% |
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