+13.7%
AR vs EQNR
+89.2%
-75.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.2% | -0.1% | -3.0% |
| 7D | -11.1% | -10.2% | -0.9% | -5.9% |
| 30D | +7.9% | +1.1% | +6.8% | +7.2% |
| 3M | +4.9% | +10.3% | -5.5% | -0.3% |
| 6M | -5.3% | +5.7% | -11.0% | -8.3% |
| YTD | +8.6% | +87.2% | -78.6% | -23.4% |
| 1Y | +13.7% | +87.4% | -73.7% | -20.4% |
| All | +13.7% | +89.2% | -75.6% | -20.4% |
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