+23.8%
BABA vs EQNR
+209.7%
-185.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.2% | -7.1% | -3.9% |
| 7D | -2.2% | +3.8% | -5.9% | -3.1% |
| 30D | -17.3% | +11.4% | -28.7% | -19.5% |
| 3M | -7.8% | +24.8% | -32.6% | -13.0% |
| 6M | -16.8% | +42.3% | -59.0% | -25.3% |
| YTD | -24.7% | +97.9% | -122.5% | -38.2% |
| 1Y | -24.9% | +95.9% | -120.9% | -38.4% |
| 3Y | +29.1% | +77.3% | -48.2% | +6.9% |
| 5Y | -30.5% | +195.3% | -225.8% | -50.8% |
| 10Y | +16.7% | +420.4% | -403.7% | -30.2% |
| All | +23.8% | +209.7% | -185.8% | -25.8% |
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 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