+2.8%
ALLY vs EQNR
+93.1%
-90.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.4% |
| 7D | -3.8% | +6.4% | -10.2% | -2.3% |
| 30D | -4.9% | +10.4% | -15.3% | -2.5% |
| 3M | -2.6% | +23.1% | -25.7% | +3.1% |
| 6M | +15.7% | +36.3% | -20.5% | +22.3% |
| YTD | -5.2% | +96.0% | -101.1% | +0.1% |
| 1Y | +2.8% | +94.2% | -91.4% | +8.2% |
| All | +2.8% | +93.1% | -90.3% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling