+56.5%
NTRA vs EQNR
+84.5%
-28.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -1.3% | -13.3% | -14.9% |
| 7D | -25.0% | -13.9% | -11.1% | -28.0% |
| 30D | -21.5% | +0.9% | -22.4% | -20.6% |
| 3M | +17.1% | +7.4% | +9.6% | +21.5% |
| 6M | +44.4% | +12.6% | +31.8% | +53.8% |
| YTD | +35.6% | +83.7% | -48.1% | +72.6% |
| 1Y | +56.5% | +83.3% | -26.8% | +98.9% |
| All | +56.5% | +84.5% | -28.0% | +98.9% |
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