+1,696.4%
ASML vs EQNR
+420.4%
+1,276.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | +2.5% | +5.7% | -3.2% | +0.9% |
| 30D | -6.2% | +11.3% | -17.5% | -9.0% |
| 3M | -2.6% | +21.5% | -24.1% | -8.3% |
| 6M | +22.4% | +41.8% | -19.4% | +7.2% |
| YTD | +58.5% | +97.3% | -38.8% | +23.4% |
| 1Y | +114.2% | +89.9% | +24.2% | +68.2% |
| 3Y | +175.5% | +76.9% | +98.7% | +116.0% |
| 5Y | +105.9% | +189.2% | -83.3% | +24.7% |
| All | +1,696.4% | +420.4% | +1,276.0% | +752.5% |
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