-12.7%
BABA vs EQNR
+85.2%
-97.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.2% |
| 7D | -4.8% | +1.7% | -6.5% | -4.6% |
| 30D | -11.9% | +11.5% | -23.4% | -10.9% |
| 3M | -9.3% | +12.9% | -22.1% | -8.3% |
| 6M | -14.2% | +36.0% | -50.2% | -17.2% |
| YTD | -22.0% | +84.1% | -106.2% | -30.8% |
| 1Y | -12.7% | +83.8% | -96.5% | -21.6% |
| All | -12.7% | +85.2% | -97.9% | -21.6% |
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