+132.6%
AR vs EQNR
+183.4%
-50.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.4% |
| 7D | -2.5% | +6.4% | -8.9% | -6.8% |
| 30D | +2.5% | +10.4% | -7.8% | -4.7% |
| 3M | +12.3% | +23.1% | -10.8% | -4.0% |
| 6M | -3.1% | +36.3% | -39.4% | -24.3% |
| YTD | +11.5% | +96.0% | -84.4% | -34.3% |
| 1Y | +17.0% | +94.2% | -77.2% | -30.8% |
| 3Y | +47.3% | +75.3% | -28.0% | -8.3% |
| All | +132.6% | +183.4% | -50.7% | -11.0% |
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