+75.8%
BA vs EQNR
+416.8%
-341.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.4% | +3.0% |
| 7D | -0.8% | +6.4% | -7.3% | -3.5% |
| 30D | -9.0% | +10.4% | -19.3% | -12.9% |
| 3M | -5.0% | +23.1% | -28.1% | -14.5% |
| 6M | -1.7% | +36.3% | -38.0% | -18.5% |
| YTD | -3.1% | +96.0% | -99.0% | -33.4% |
| 1Y | -4.3% | +94.2% | -98.6% | -34.3% |
| 3Y | -0.3% | +75.3% | -75.5% | -31.0% |
| 5Y | +0.1% | +187.2% | -187.1% | -54.7% |
| All | +75.8% | +416.8% | -341.0% | -44.1% |
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