+114.1%
AS vs EQNR
+84.3%
+29.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -2.8% |
| 7D | -2.6% | -1.9% | -0.7% | -2.6% |
| 30D | -22.1% | +12.6% | -34.7% | -22.0% |
| 3M | -15.3% | +16.5% | -31.8% | -15.1% |
| 6M | -15.6% | +31.8% | -47.3% | -18.9% |
| YTD | -23.2% | +89.8% | -113.0% | -32.9% |
| 1Y | -21.7% | +87.6% | -109.3% | -31.7% |
| All | +114.1% | +84.3% | +29.8% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling