+672.3%
AU vs EQNR
+416.8%
+255.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -4.3% | +6.4% | -10.7% | -5.3% |
| 30D | +7.3% | +10.4% | -3.0% | +5.4% |
| 3M | +26.3% | +23.1% | +3.2% | +21.0% |
| 6M | +1.8% | +36.3% | -34.5% | -6.9% |
| YTD | +26.8% | +96.0% | -69.2% | +5.7% |
| 1Y | +66.7% | +94.2% | -27.5% | +38.6% |
| 3Y | +579.1% | +75.3% | +503.8% | +472.1% |
| 5Y | +689.3% | +187.2% | +502.1% | +491.1% |
| All | +672.3% | +416.8% | +255.5% | +323.0% |
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