+67.5%
BN vs EQNR
+72.8%
-5.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -5.2% | +6.4% | -11.6% | -5.4% |
| 30D | -14.5% | +10.4% | -24.8% | -14.8% |
| 3M | -15.0% | +23.1% | -38.1% | -15.9% |
| 6M | -5.4% | +36.3% | -41.7% | -8.9% |
| YTD | -16.4% | +96.0% | -112.4% | -25.2% |
| 1Y | -16.2% | +94.2% | -110.5% | -25.1% |
| 3Y | +67.5% | +75.3% | -7.7% | +48.8% |
| All | +67.5% | +72.8% | -5.3% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling