+384.6%
NVDA vs EQNR
+72.8%
+311.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -5.1% | +6.4% | -11.6% | -5.4% |
| 30D | -2.5% | +10.4% | -12.8% | -3.0% |
| 3M | +6.7% | +23.1% | -16.4% | +5.4% |
| 6M | +17.6% | +36.3% | -18.7% | +12.8% |
| YTD | +17.3% | +96.0% | -78.7% | +5.0% |
| 1Y | +23.5% | +94.2% | -70.7% | +10.3% |
| 3Y | +384.6% | +75.3% | +309.4% | +319.0% |
| All | +384.6% | +72.8% | +311.8% | +319.0% |
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