+109.5%
AS vs EQNR
+90.3%
+19.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | -4.9% | +6.4% | -11.4% | -4.8% |
| 30D | -15.0% | +10.4% | -25.4% | -14.8% |
| 3M | -21.2% | +23.1% | -44.2% | -20.9% |
| 6M | -16.0% | +36.3% | -52.2% | -19.2% |
| YTD | -24.8% | +96.0% | -120.8% | -34.3% |
| 1Y | -24.1% | +94.2% | -118.3% | -33.8% |
| All | +109.5% | +90.3% | +19.2% | +82.9% |
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