+14.9%
BTDR vs EQNR
+72.8%
-57.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | -3.4% | +6.4% | -9.8% | -2.9% |
| 30D | +32.6% | +10.4% | +22.2% | +33.6% |
| 3M | -32.2% | +23.1% | -55.3% | -30.8% |
| 6M | +52.4% | +36.3% | +16.1% | +46.2% |
| YTD | +6.7% | +96.0% | -89.3% | -8.5% |
| 1Y | -15.2% | +94.2% | -109.5% | -27.2% |
| 3Y | +14.9% | +75.3% | -60.4% | +0.3% |
| All | +14.9% | +72.8% | -57.9% | +0.3% |
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