+71.6%
B vs EQNR
+87.7%
-16.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +3.2% |
| 7D | -2.9% | +2.7% | -5.6% | -2.3% |
| 30D | +20.2% | +10.0% | +10.3% | +23.2% |
| 3M | +9.7% | +13.5% | -3.8% | +13.1% |
| 6M | -0.5% | +39.2% | -39.7% | +1.9% |
| YTD | +6.8% | +86.6% | -79.8% | +11.8% |
| All | +71.6% | +87.7% | -16.2% | +80.9% |
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