+21.3%
NXT vs EQNR
+87.7%
-66.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +0.5% |
| 7D | -6.8% | +2.7% | -9.5% | -6.0% |
| 30D | -15.2% | +10.0% | -25.1% | -12.6% |
| 3M | -43.0% | +13.5% | -56.5% | -40.0% |
| 6M | -17.5% | +39.2% | -56.7% | -12.5% |
| YTD | -4.1% | +86.6% | -90.8% | +2.1% |
| All | +21.3% | +87.7% | -66.5% | +29.4% |
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