-20.2%
BKNG vs EQNR
+94.4%
-114.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.4% |
| 7D | -10.7% | +5.7% | -16.4% | -9.1% |
| 30D | -18.1% | +11.3% | -29.4% | -15.5% |
| 3M | +8.5% | +21.5% | -13.0% | +15.4% |
| 6M | -0.1% | +41.8% | -41.9% | +6.6% |
| YTD | -18.2% | +97.3% | -115.6% | -11.3% |
| All | -20.2% | +94.4% | -114.6% | -13.3% |
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