-29.8%
BABA vs EQNR
+183.4%
-213.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -3.5% | +6.4% | -9.9% | -4.6% |
| 30D | -12.7% | +10.4% | -23.1% | -14.4% |
| 3M | -3.0% | +23.1% | -26.1% | -7.3% |
| 6M | -19.1% | +36.3% | -55.4% | -25.9% |
| YTD | -24.7% | +96.0% | -120.7% | -38.0% |
| 1Y | -29.0% | +94.2% | -123.3% | -41.5% |
| 3Y | +30.9% | +75.3% | -44.3% | +8.8% |
| All | -29.8% | +183.4% | -213.2% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling