+348.1%
ACWI vs EQNR
+306.9%
+41.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -1.9% | +5.7% | -7.7% | -3.9% |
| 30D | -1.3% | +11.3% | -12.6% | -5.0% |
| 3M | +5.0% | +21.5% | -16.5% | -2.9% |
| 6M | +11.7% | +41.8% | -30.1% | -4.0% |
| YTD | +13.0% | +97.3% | -84.4% | -14.6% |
| 1Y | +19.2% | +89.9% | -70.7% | -9.0% |
| 3Y | +75.0% | +76.9% | -1.8% | +32.7% |
| 5Y | +67.1% | +189.2% | -122.1% | -2.4% |
| 10Y | +229.0% | +419.0% | -190.0% | +34.8% |
| All | +348.1% | +306.9% | +41.2% | +54.2% |
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