-98.6%
BIYA vs EQNR
+93.1%
-191.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -1.8% | +6.4% | -8.2% | -5.7% |
| 30D | -17.5% | +10.4% | -27.8% | -22.9% |
| 3M | -78.0% | +23.1% | -101.1% | -82.1% |
| 6M | -89.5% | +36.3% | -125.8% | -91.9% |
| YTD | -94.3% | +96.0% | -190.2% | -97.0% |
| 1Y | -98.6% | +94.2% | -192.8% | -99.2% |
| All | -98.6% | +93.1% | -191.7% | -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