+40.6%
NVDL vs EQNR
+85.2%
-44.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.3% |
| 7D | +11.7% | +1.7% | +10.0% | +12.2% |
| 30D | +7.8% | +11.5% | -3.6% | +11.4% |
| 3M | +3.3% | +12.9% | -9.6% | +7.8% |
| 6M | +38.9% | +36.0% | +2.9% | +40.0% |
| YTD | +28.5% | +84.1% | -55.6% | +27.9% |
| 1Y | +40.6% | +83.8% | -43.2% | +38.2% |
| All | +40.6% | +85.2% | -44.6% | +38.2% |
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