-20.3%
NVTS vs EQNR
+86.3%
-106.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.6% | -15.1% | -15.9% |
| 7D | -14.6% | -10.6% | -4.0% | -16.2% |
| 30D | -34.3% | -1.1% | -33.2% | -34.3% |
| 3M | -36.4% | +12.6% | -49.0% | -35.1% |
| 6M | -55.2% | +4.9% | -60.1% | -54.3% |
| YTD | +10.1% | +86.1% | -76.0% | +15.6% |
| 1Y | -20.3% | +87.5% | -107.8% | -15.2% |
| All | -20.3% | +86.3% | -106.6% | -15.2% |
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