+199.2%
BP vs EQNR
+2,025.8%
-1,826.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +5.2% | +6.4% | -1.2% | +1.4% |
| 30D | +8.7% | +10.4% | -1.7% | +2.5% |
| 3M | +9.3% | +23.1% | -13.7% | -3.8% |
| 6M | +13.6% | +36.3% | -22.7% | -6.7% |
| YTD | +37.7% | +96.0% | -58.3% | -9.3% |
| 1Y | +40.6% | +94.2% | -53.6% | -7.0% |
| 3Y | +40.3% | +75.3% | -34.9% | -3.7% |
| 5Y | +141.4% | +187.2% | -45.8% | +18.7% |
| 10Y | +136.1% | +415.5% | -279.4% | -17.2% |
| All | +199.2% | +2,025.8% | -1,826.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling