+114.3%
ALL vs EQNR
+183.4%
-69.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | -2.3% | +6.4% | -8.7% | -2.9% |
| 30D | -0.4% | +10.4% | -10.8% | -1.6% |
| 3M | +16.0% | +23.1% | -7.1% | +13.1% |
| 6M | +24.6% | +36.3% | -11.7% | +19.6% |
| YTD | +23.7% | +96.0% | -72.3% | +13.1% |
| 1Y | +27.7% | +94.2% | -66.5% | +16.8% |
| 3Y | +150.2% | +75.3% | +75.0% | +129.9% |
| All | +114.3% | +183.4% | -69.1% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling