+384.2%
BA vs EQNR
+2,046.2%
-1,662.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.3% | -3.5% |
| 7D | -1.2% | +3.8% | -5.0% | -2.6% |
| 30D | -11.3% | +11.4% | -22.7% | -14.9% |
| 3M | -3.8% | +24.8% | -28.6% | -12.4% |
| 6M | -8.3% | +42.3% | -50.5% | -22.3% |
| YTD | -4.9% | +97.9% | -102.8% | -29.3% |
| 1Y | -10.1% | +95.9% | -106.0% | -33.1% |
| 3Y | -2.3% | +77.3% | -79.6% | -26.7% |
| 5Y | -3.5% | +195.3% | -198.8% | -43.8% |
| 10Y | +74.6% | +420.4% | -345.9% | -18.4% |
| All | +384.2% | +2,046.2% | -1,662.0% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling