+246.5%
BBY vs EQNR
+416.8%
-170.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +0.6% | +6.4% | -5.9% | -1.0% |
| 30D | +9.4% | +10.4% | -1.0% | +6.5% |
| 3M | +19.3% | +23.1% | -3.8% | +12.3% |
| 6M | +47.9% | +36.3% | +11.6% | +33.3% |
| YTD | +39.6% | +96.0% | -56.4% | +12.4% |
| 1Y | +22.2% | +94.2% | -72.0% | -1.6% |
| 3Y | +45.0% | +75.3% | -30.3% | +18.0% |
| 5Y | +2.6% | +187.2% | -184.6% | -33.3% |
| All | +246.5% | +416.8% | -170.3% | +88.8% |
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 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