+111.2%
ASML vs EQNR
+94.4%
+16.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.5% |
| 7D | +2.5% | +5.7% | -3.2% | +4.0% |
| 30D | -6.2% | +11.3% | -17.5% | -3.5% |
| 3M | -2.6% | +21.5% | -24.1% | +3.5% |
| 6M | +22.4% | +41.8% | -19.4% | +29.4% |
| YTD | +58.5% | +97.3% | -38.8% | +63.6% |
| All | +111.2% | +94.4% | +16.8% | +118.6% |
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