+358.7%
ALAB vs EQNR
+103.6%
+255.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.1% | -5.3% |
| 7D | +0.6% | +5.7% | -5.1% | -0.2% |
| 30D | -8.8% | +11.3% | -20.1% | -10.4% |
| 3M | -14.0% | +21.5% | -35.5% | -16.6% |
| 6M | +144.3% | +41.8% | +102.4% | +117.4% |
| YTD | +71.0% | +97.3% | -26.3% | +32.5% |
| 1Y | +23.5% | +89.9% | -66.4% | -3.2% |
| All | +358.7% | +103.6% | +255.1% | +229.4% |
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