+182.5%
ASML vs EQNR
+74.5%
+108.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.2% | -2.0% |
| 7D | +2.8% | +3.8% | -1.0% | +2.8% |
| 30D | -0.2% | +11.4% | -11.6% | -0.4% |
| 3M | -2.6% | +24.8% | -27.4% | -2.7% |
| 6M | +27.9% | +42.3% | -14.4% | +22.6% |
| YTD | +62.4% | +97.9% | -35.4% | +44.8% |
| 1Y | +116.2% | +95.9% | +20.3% | +92.6% |
| All | +182.5% | +74.5% | +108.0% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling