-98.2%
BIYA vs EQNR
+85.2%
-183.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.9% |
| 7D | +1.3% | +1.7% | -0.3% | -0.1% |
| 30D | -21.0% | +11.5% | -32.4% | -27.2% |
| 3M | -74.3% | +12.9% | -87.2% | -77.6% |
| 6M | -84.6% | +36.0% | -120.6% | -88.4% |
| YTD | -94.2% | +84.1% | -178.3% | -96.9% |
| 1Y | -98.2% | +83.8% | -182.0% | -99.1% |
| All | -98.2% | +85.2% | -183.5% | -99.1% |
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