+136.5%
BAC vs EQNR
+72.8%
+63.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | 0.0% | +6.4% | -6.4% | -0.3% |
| 30D | -2.8% | +10.4% | -13.1% | -3.3% |
| 3M | +14.2% | +23.1% | -8.9% | +12.8% |
| 6M | +30.5% | +36.3% | -5.8% | +26.5% |
| YTD | +15.8% | +96.0% | -80.2% | +6.3% |
| 1Y | +26.2% | +94.2% | -68.1% | +15.8% |
| 3Y | +136.5% | +75.3% | +61.3% | +121.1% |
| All | +136.5% | +72.8% | +63.7% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling