+19.6%
BTDR vs EQNR
+237.3%
-217.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | -3.4% | +6.4% | -9.8% | -3.0% |
| 30D | +32.6% | +10.4% | +22.2% | +33.5% |
| 3M | -32.2% | +23.1% | -55.3% | -31.0% |
| 6M | +52.4% | +36.3% | +16.1% | +51.8% |
| YTD | +6.7% | +96.0% | -89.3% | +2.6% |
| 1Y | -15.2% | +94.2% | -109.5% | -18.4% |
| 3Y | +14.9% | +75.3% | -60.4% | +9.8% |
| 5Y | +20.8% | +187.2% | -166.4% | +16.7% |
| All | +19.6% | +237.3% | -217.7% | +15.5% |
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