+575.6%
NUE vs EQNR
+416.8%
+158.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | -0.6% | +6.4% | -7.1% | -3.0% |
| 30D | -4.6% | +10.4% | -14.9% | -8.3% |
| 3M | -0.3% | +23.1% | -23.4% | -8.9% |
| 6M | +51.9% | +36.3% | +15.6% | +30.2% |
| YTD | +60.0% | +96.0% | -36.0% | +16.9% |
| 1Y | +82.9% | +94.2% | -11.3% | +33.5% |
| 3Y | +66.0% | +75.3% | -9.3% | +22.2% |
| 5Y | +149.0% | +187.2% | -38.3% | +33.1% |
| All | +575.6% | +416.8% | +158.8% | +166.5% |
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