+361.5%
ALL vs EQNR
+416.8%
-55.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -2.3% | +6.4% | -8.7% | -3.7% |
| 30D | -0.4% | +10.4% | -10.8% | -2.8% |
| 3M | +16.0% | +23.1% | -7.1% | +10.0% |
| 6M | +24.6% | +36.3% | -11.7% | +14.3% |
| YTD | +23.7% | +96.0% | -72.3% | +3.1% |
| 1Y | +27.7% | +94.2% | -66.5% | +6.4% |
| 3Y | +150.2% | +75.3% | +75.0% | +109.4% |
| 5Y | +117.1% | +187.2% | -70.1% | +48.3% |
| All | +361.5% | +416.8% | -55.3% | +150.2% |
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