+76.2%
BB vs EQNR
+86.3%
-10.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.6% |
| 7D | -8.9% | -10.6% | +1.7% | -10.4% |
| 30D | -12.6% | -1.1% | -11.5% | -12.6% |
| 3M | -4.1% | +12.6% | -16.8% | -1.9% |
| 6M | +49.5% | +4.9% | +44.5% | +52.7% |
| YTD | +120.8% | +86.1% | +34.8% | +137.0% |
| 1Y | +76.2% | +87.5% | -11.3% | +92.5% |
| All | +76.2% | +86.3% | -10.1% | +92.5% |
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