-41.3%
BLDR vs EQNR
+86.3%
-127.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -6.1% |
| 7D | +3.9% | -10.6% | +14.5% | -1.2% |
| 30D | +16.5% | -1.1% | +17.6% | +16.4% |
| 3M | -13.7% | +12.6% | -26.3% | -7.1% |
| 6M | -12.2% | +4.9% | -17.1% | -4.8% |
| YTD | -36.3% | +86.1% | -122.4% | -33.5% |
| 1Y | -41.3% | +87.5% | -128.8% | -38.5% |
| All | -41.3% | +86.3% | -127.6% | -38.5% |
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