-2.9%
BA vs EQNR
+74.0%
-76.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.7% | +5.7% | -8.5% | -2.8% |
| 30D | -12.2% | +11.3% | -23.5% | -12.4% |
| 3M | -2.0% | +21.5% | -23.5% | -2.6% |
| 6M | -6.0% | +41.8% | -47.8% | -10.3% |
| YTD | -5.7% | +97.3% | -103.0% | -16.0% |
| 1Y | -10.0% | +89.9% | -99.9% | -19.3% |
| All | -2.9% | +74.0% | -76.9% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling