+53.4%
BHP vs EQNR
+89.2%
-35.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.2% | +8.8% | +1.7% |
| 7D | -2.5% | -10.2% | +7.7% | -3.9% |
| 30D | -7.7% | +1.1% | -8.8% | -7.6% |
| 3M | -6.4% | +10.3% | -16.7% | -4.8% |
| 6M | +5.2% | +5.7% | -0.5% | +6.2% |
| YTD | +38.3% | +87.2% | -48.9% | +27.8% |
| 1Y | +53.4% | +87.4% | -34.0% | +42.2% |
| All | +53.4% | +89.2% | -35.8% | +42.2% |
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