+209.9%
BKNG vs EQNR
+420.4%
-210.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | +5.7% | -16.4% | -12.0% |
| 30D | -18.1% | +11.3% | -29.4% | -20.5% |
| 3M | +8.5% | +21.5% | -13.0% | +2.2% |
| 6M | -0.1% | +41.8% | -41.9% | -11.7% |
| YTD | -18.2% | +97.3% | -115.6% | -35.1% |
| 1Y | -19.9% | +89.9% | -109.8% | -35.9% |
| 3Y | +41.6% | +76.9% | -35.2% | +12.2% |
| 5Y | +93.1% | +189.2% | -96.1% | +16.3% |
| All | +209.9% | +420.4% | -210.5% | +42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling