-98.2%
BIYA vs EQNR
+89.2%
-187.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +3.0% | -1.2% |
| 7D | -4.0% | -10.2% | +6.2% | -0.7% |
| 30D | -15.0% | +1.1% | -16.1% | -17.0% |
| 3M | -58.1% | +10.3% | -68.4% | -62.1% |
| 6M | -90.0% | +5.7% | -95.7% | -90.9% |
| YTD | -96.9% | +87.2% | -184.1% | -98.7% |
| 1Y | -98.2% | +87.4% | -185.6% | -99.2% |
| All | -98.2% | +89.2% | -187.4% | -99.2% |
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