+502.5%
NTRA vs EQNR
+72.8%
+429.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.8% |
| 7D | +0.2% | +6.4% | -6.2% | +0.6% |
| 30D | +4.1% | +10.4% | -6.3% | +4.8% |
| 3M | +50.0% | +23.1% | +26.9% | +52.3% |
| 6M | +67.3% | +36.3% | +31.0% | +68.3% |
| YTD | +43.6% | +96.0% | -52.4% | +40.0% |
| 1Y | +89.2% | +94.2% | -5.0% | +84.4% |
| 3Y | +502.5% | +75.3% | +427.3% | +482.9% |
| All | +502.5% | +72.8% | +429.7% | +482.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling