+376.5%
BLDR vs EQNR
+416.8%
-40.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.6% |
| 7D | -8.2% | +6.4% | -14.7% | -10.2% |
| 30D | -16.6% | +10.4% | -27.0% | -19.5% |
| 3M | -23.2% | +23.1% | -46.3% | -29.6% |
| 6M | -33.7% | +36.3% | -70.0% | -43.6% |
| YTD | -41.3% | +96.0% | -137.3% | -57.6% |
| 1Y | -58.8% | +94.2% | -153.0% | -70.3% |
| 3Y | -57.5% | +75.3% | -132.7% | -69.1% |
| 5Y | +12.9% | +187.2% | -174.3% | -43.7% |
| All | +376.5% | +416.8% | -40.3% | +46.7% |
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