+17.6%
ABNB vs EQNR
+302.3%
-284.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -6.5% | +6.4% | -12.9% | -7.2% |
| 30D | -5.5% | +10.4% | -15.9% | -6.7% |
| 3M | +30.0% | +23.1% | +7.0% | +26.2% |
| 6M | +27.6% | +36.3% | -8.7% | +20.3% |
| YTD | +25.4% | +96.0% | -70.6% | +9.6% |
| 1Y | +38.3% | +94.2% | -55.9% | +20.8% |
| 3Y | +15.5% | +75.3% | -59.7% | +1.4% |
| 5Y | +3.0% | +187.2% | -184.2% | -16.6% |
| All | +17.6% | +302.3% | -284.7% | +4.8% |
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 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