+202.5%
BAH vs EQNR
+416.8%
-214.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +4.3% | +6.4% | -2.2% | +3.3% |
| 30D | -2.5% | +10.4% | -12.8% | -3.9% |
| 3M | -0.9% | +23.1% | -24.0% | -4.2% |
| 6M | +1.5% | +36.3% | -34.8% | -3.6% |
| YTD | -8.0% | +96.0% | -103.9% | -17.3% |
| 1Y | -24.7% | +94.2% | -119.0% | -32.3% |
| 3Y | -28.4% | +75.3% | -103.7% | -35.4% |
| 5Y | +2.8% | +187.2% | -184.4% | -16.7% |
| All | +202.5% | +416.8% | -214.3% | +128.9% |
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 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