+223.9%
NXPI vs EQNR
+416.8%
-192.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +3.9% | +6.4% | -2.6% | +1.8% |
| 30D | +1.4% | +10.4% | -9.0% | -1.9% |
| 3M | -21.5% | +23.1% | -44.6% | -27.5% |
| 6M | +19.4% | +36.3% | -16.9% | +5.0% |
| YTD | +9.9% | +96.0% | -86.0% | -16.0% |
| 1Y | +7.9% | +94.2% | -86.3% | -17.6% |
| 3Y | +22.7% | +75.3% | -52.6% | -5.4% |
| 5Y | +22.1% | +187.2% | -165.2% | -30.4% |
| All | +223.9% | +416.8% | -192.9% | +30.8% |
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