+649.9%
NVDL vs EQNR
+72.8%
+577.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -10.3% | +6.4% | -16.8% | -10.8% |
| 30D | -7.1% | +10.4% | -17.5% | -8.0% |
| 3M | +6.6% | +23.1% | -16.5% | +4.0% |
| 6M | +21.1% | +36.3% | -15.2% | +10.9% |
| YTD | +15.2% | +96.0% | -80.8% | -8.0% |
| 1Y | +18.8% | +94.2% | -75.4% | -5.7% |
| 3Y | +649.9% | +75.3% | +574.6% | +469.3% |
| All | +649.9% | +72.8% | +577.1% | +469.3% |
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