+19.7%
BROS vs EQNR
+169.7%
-150.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | -5.8% | +6.4% | -12.2% | -6.1% |
| 30D | -14.0% | +10.4% | -24.3% | -14.5% |
| 3M | -32.5% | +23.1% | -55.6% | -33.5% |
| 6M | -14.9% | +36.3% | -51.2% | -18.2% |
| YTD | -28.3% | +96.0% | -124.3% | -35.3% |
| 1Y | -34.0% | +94.2% | -128.2% | -40.5% |
| 3Y | +63.0% | +75.3% | -12.3% | +47.5% |
| All | +19.7% | +169.7% | -150.1% | +32.6% |
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