-35.7%
AUR vs EQNR
+203.0%
-238.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +1.4% | +6.4% | -5.0% | +0.6% |
| 30D | -6.4% | +10.4% | -16.8% | -7.7% |
| 3M | +7.7% | +23.1% | -15.4% | +4.2% |
| 6M | +44.5% | +36.3% | +8.2% | +34.3% |
| YTD | +67.4% | +96.0% | -28.5% | +42.4% |
| 1Y | +15.4% | +94.2% | -78.8% | -1.8% |
| 3Y | +94.8% | +75.3% | +19.6% | +66.6% |
| 5Y | -35.1% | +187.2% | -222.3% | -37.9% |
| All | -35.7% | +203.0% | -238.7% | -38.1% |
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