+35.6%
ANET vs EQNR
+77.2%
-41.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.1% | +11.1% | +8.7% |
| 7D | +13.4% | -9.4% | +22.8% | +11.9% |
| 30D | -14.1% | -4.4% | -9.7% | -14.6% |
| 3M | -1.3% | +6.7% | -8.0% | -0.8% |
| 6M | +31.3% | +14.3% | +17.0% | +33.3% |
| YTD | +42.1% | +79.9% | -37.8% | +53.0% |
| All | +35.6% | +77.2% | -41.6% | +47.1% |
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