+4.3%
AUR vs EQNR
+84.5%
-80.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.3% | +10.7% | +9.1% |
| 7D | +1.1% | -13.9% | +15.0% | -3.1% |
| 30D | -22.9% | +0.9% | -23.8% | -22.2% |
| 3M | -35.0% | +7.4% | -42.4% | -33.0% |
| 6M | -39.3% | +12.6% | -52.0% | -35.9% |
| YTD | +14.8% | +83.7% | -68.8% | +11.2% |
| 1Y | +4.3% | +83.3% | -79.1% | +3.3% |
| All | +4.3% | +84.5% | -80.2% | +3.3% |
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