-1.5%
BAC vs EQNR
+89.2%
-90.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.2% | +10.2% | +3.4% |
| 7D | +1.5% | -10.2% | +11.7% | +0.7% |
| 30D | -4.4% | +1.1% | -5.5% | -4.3% |
| 3M | -17.5% | +10.3% | -27.8% | -16.6% |
| 6M | -0.1% | +5.7% | -5.7% | +0.7% |
| YTD | -4.6% | +87.2% | -91.8% | -4.0% |
| 1Y | -1.5% | +87.4% | -88.9% | -0.9% |
| All | -1.5% | +89.2% | -90.7% | -0.9% |
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 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