+82.7%
ASML vs EQNR
+140.4%
-57.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +4.9% | +2.3% | +2.7% | +4.7% |
| 30D | -9.3% | -5.2% | -4.1% | -8.9% |
| 3M | -19.0% | +7.0% | -26.0% | -19.6% |
| 6M | -5.2% | +14.4% | -19.7% | -6.8% |
| YTD | +40.6% | +87.9% | -47.3% | +23.6% |
| 1Y | +47.5% | +84.8% | -37.2% | +30.0% |
| 3Y | +133.9% | +62.7% | +71.2% | +107.3% |
| All | +82.7% | +140.4% | -57.7% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling