+136.0%
NVO vs EQNR
+416.8%
-280.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -7.6% | +6.4% | -14.0% | -8.2% |
| 30D | -6.0% | +10.4% | -16.3% | -7.0% |
| 3M | -0.8% | +23.1% | -23.9% | -3.3% |
| 6M | +16.5% | +36.3% | -19.8% | +11.3% |
| YTD | -11.1% | +96.0% | -107.1% | -19.2% |
| 1Y | -16.7% | +94.2% | -110.9% | -24.3% |
| 3Y | -52.9% | +75.3% | -128.2% | -57.1% |
| 5Y | -3.0% | +187.2% | -190.2% | -20.1% |
| All | +136.0% | +416.8% | -280.8% | +66.9% |
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