+41.6%
NYT vs EQNR
+183.4%
-141.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | -0.6% | +6.4% | -7.0% | -1.4% |
| 30D | +4.6% | +10.4% | -5.8% | +3.2% |
| 3M | -9.6% | +23.1% | -32.7% | -12.1% |
| 6M | -14.0% | +36.3% | -50.3% | -18.5% |
| YTD | -2.8% | +96.0% | -98.8% | -13.8% |
| 1Y | +15.6% | +94.2% | -78.6% | +2.6% |
| 3Y | +56.3% | +75.3% | -18.9% | +39.4% |
| All | +41.6% | +183.4% | -141.8% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling