+433.9%
BTSG vs EQNR
+91.4%
+342.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -3.3% | +6.4% | -9.7% | -3.2% |
| 30D | -1.6% | +10.4% | -11.9% | -1.4% |
| 3M | -6.9% | +23.1% | -30.0% | -6.5% |
| 6M | +42.1% | +36.3% | +5.8% | +39.8% |
| YTD | +56.8% | +96.0% | -39.1% | +48.2% |
| 1Y | +109.8% | +94.2% | +15.6% | +98.1% |
| All | +433.9% | +91.4% | +342.5% | +395.7% |
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