+151.4%
ADBE vs EQNR
+416.8%
-265.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -5.4% | +6.4% | -11.8% | -6.5% |
| 30D | -2.5% | +10.4% | -12.9% | -4.4% |
| 3M | +15.3% | +23.1% | -7.8% | +10.3% |
| 6M | -7.8% | +36.3% | -44.1% | -14.0% |
| YTD | -27.9% | +96.0% | -123.9% | -37.9% |
| 1Y | -28.0% | +94.2% | -122.3% | -38.0% |
| 3Y | -55.3% | +75.3% | -130.6% | -61.4% |
| 5Y | -61.7% | +187.2% | -248.9% | -72.4% |
| All | +151.4% | +416.8% | -265.4% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling