+1,726.2%
BE vs EQNR
+72.8%
+1,653.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.4% | +6.8% |
| 7D | +9.0% | +6.4% | +2.6% | +8.2% |
| 30D | +16.3% | +10.4% | +5.9% | +14.7% |
| 3M | +10.8% | +23.1% | -12.3% | +7.4% |
| 6M | +73.2% | +36.3% | +36.9% | +60.8% |
| YTD | +217.4% | +96.0% | +121.4% | +162.5% |
| 1Y | +309.8% | +94.2% | +215.6% | +236.2% |
| 3Y | +1,726.2% | +75.3% | +1,650.9% | +1,394.3% |
| All | +1,726.2% | +72.8% | +1,653.4% | +1,394.3% |
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