+3,234.8%
NVO vs EQNR
+2,025.8%
+1,209.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -7.6% | +6.4% | -14.0% | -8.8% |
| 30D | -6.0% | +10.4% | -16.3% | -8.1% |
| 3M | -0.8% | +23.1% | -23.9% | -5.6% |
| 6M | +16.5% | +36.3% | -19.8% | +7.1% |
| YTD | -11.1% | +96.0% | -107.1% | -25.0% |
| 1Y | -16.7% | +94.2% | -110.9% | -29.7% |
| 3Y | -52.9% | +75.3% | -128.2% | -60.2% |
| 5Y | -3.0% | +187.2% | -190.2% | -29.9% |
| 10Y | +147.1% | +415.5% | -268.4% | +42.2% |
| All | +3,234.8% | +2,025.8% | +1,209.0% | +1,147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling