+155.9%
ALLE vs EQNR
+416.8%
-260.9%
-43.3%
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 | -2.4% | +6.4% | -8.8% | -3.7% |
| 30D | -7.7% | +10.4% | -18.0% | -9.7% |
| 3M | +15.2% | +23.1% | -7.9% | +9.5% |
| 6M | +5.4% | +36.3% | -30.9% | -3.4% |
| YTD | -2.9% | +96.0% | -98.9% | -19.0% |
| 1Y | -12.8% | +94.2% | -107.0% | -27.2% |
| 3Y | +47.2% | +75.3% | -28.1% | +23.3% |
| 5Y | +13.5% | +187.2% | -173.7% | -22.6% |
| All | +155.9% | +416.8% | -260.9% | +35.5% |
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