+113.0%
NVTS vs EQNR
+85.2%
+27.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.0% |
| 7D | +2.7% | +1.7% | +1.0% | +3.2% |
| 30D | -4.5% | +11.5% | -15.9% | -1.8% |
| 3M | -61.5% | +12.9% | -74.4% | -59.9% |
| 6M | +28.0% | +36.0% | -8.0% | +39.4% |
| YTD | +65.3% | +84.1% | -18.8% | +116.9% |
| 1Y | +113.0% | +83.8% | +29.2% | +198.6% |
| All | +113.0% | +85.2% | +27.8% | +198.6% |
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