+275.1%
BLK vs EQNR
+416.8%
-141.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -3.3% | +6.4% | -9.7% | -4.9% |
| 30D | -6.5% | +10.4% | -16.9% | -9.1% |
| 3M | +6.7% | +23.1% | -16.3% | +0.1% |
| 6M | +14.7% | +36.3% | -21.6% | +2.8% |
| YTD | +2.5% | +96.0% | -93.4% | -18.5% |
| 1Y | -2.8% | +94.2% | -97.0% | -22.8% |
| 3Y | +65.9% | +75.3% | -9.4% | +32.5% |
| 5Y | +33.0% | +187.2% | -154.2% | -17.6% |
| All | +275.1% | +416.8% | -141.7% | +73.1% |
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