+117.9%
BTSG vs EQNR
+89.2%
+28.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.1% | -1.0% |
| 7D | +17.4% | -10.2% | +27.6% | +15.4% |
| 30D | +12.6% | +1.1% | +11.5% | +13.4% |
| 3M | +11.2% | +10.3% | +0.9% | +14.5% |
| 6M | +30.4% | +5.7% | +24.7% | +34.5% |
| YTD | +86.4% | +87.2% | -0.8% | +103.0% |
| 1Y | +117.9% | +87.4% | +30.5% | +138.8% |
| All | +117.9% | +89.2% | +28.7% | +138.8% |
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