+452.1%
ASX vs EQNR
+72.8%
+379.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | +5.2% | +6.4% | -1.2% | +5.0% |
| 30D | +0.5% | +10.4% | -9.9% | +0.1% |
| 3M | +8.3% | +23.1% | -14.8% | +7.6% |
| 6M | +82.0% | +36.3% | +45.8% | +74.6% |
| YTD | +147.6% | +96.0% | +51.7% | +118.7% |
| 1Y | +258.8% | +94.2% | +164.6% | +216.8% |
| 3Y | +452.1% | +75.3% | +376.8% | +383.2% |
| All | +452.1% | +72.8% | +379.2% | +383.2% |
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 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