-70.4%
BTDR vs EQNR
+87.4%
-157.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.2% | +0.6% | -8.7% |
| 7D | -17.6% | -10.2% | -7.4% | -22.0% |
| 30D | -40.3% | +1.1% | -41.3% | -39.3% |
| 3M | -42.6% | +10.3% | -52.9% | -38.0% |
| 6M | -46.3% | +5.7% | -52.0% | -40.4% |
| YTD | -41.7% | +87.2% | -129.0% | -53.6% |
| All | -70.4% | +87.4% | -157.8% | -76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling