-23.3%
NVDL vs EQNR
+84.5%
-107.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.0% |
| 7D | -18.2% | -13.9% | -4.3% | -22.0% |
| 30D | -40.1% | +0.9% | -41.0% | -39.5% |
| 3M | -31.9% | +7.4% | -39.4% | -29.6% |
| 6M | -29.3% | +12.6% | -41.9% | -25.4% |
| YTD | -19.2% | +83.7% | -102.9% | -18.0% |
| 1Y | -23.3% | +83.3% | -106.6% | -22.0% |
| All | -23.3% | +84.5% | -107.8% | -22.0% |
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 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