-9.1%
NVTS vs EQNR
+134.0%
-143.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.4% |
| 7D | -1.4% | +6.4% | -7.9% | -2.3% |
| 30D | -16.5% | +10.4% | -26.9% | -17.8% |
| 3M | -47.6% | +23.1% | -70.7% | -49.6% |
| 6M | +7.3% | +36.3% | -29.0% | -0.2% |
| YTD | +62.9% | +96.0% | -33.1% | +40.1% |
| 1Y | +91.3% | +94.2% | -2.9% | +63.8% |
| 3Y | +43.4% | +75.3% | -31.9% | +23.5% |
| All | -9.1% | +134.0% | -143.1% | -27.2% |
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 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