+172.1%
NXT vs EQNR
+90.3%
+81.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | -1.9% | +6.4% | -8.3% | -2.3% |
| 30D | -20.0% | +10.4% | -30.4% | -20.6% |
| 3M | -30.7% | +23.1% | -53.8% | -32.1% |
| 6M | -29.0% | +36.3% | -65.3% | -33.1% |
| YTD | -4.8% | +96.0% | -100.8% | -18.9% |
| 1Y | +22.8% | +94.2% | -71.4% | +4.5% |
| 3Y | +93.9% | +75.3% | +18.7% | +66.2% |
| All | +172.1% | +90.3% | +81.8% | +120.0% |
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