+15.2%
BABA vs EQNR
+416.8%
-401.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -3.5% | +6.4% | -9.9% | -5.0% |
| 30D | -12.7% | +10.4% | -23.1% | -14.9% |
| 3M | -3.0% | +23.1% | -26.1% | -8.4% |
| 6M | -19.1% | +36.3% | -55.4% | -26.9% |
| YTD | -24.7% | +96.0% | -120.7% | -39.0% |
| 1Y | -29.0% | +94.2% | -123.3% | -42.4% |
| 3Y | +30.9% | +75.3% | -44.3% | +7.3% |
| 5Y | -30.9% | +187.2% | -218.1% | -52.2% |
| All | +15.2% | +416.8% | -401.6% | -31.0% |
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 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