+907.8%
BX vs EQNR
+308.0%
+599.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | -5.6% | +6.4% | -12.1% | -8.3% |
| 30D | -12.2% | +10.4% | -22.6% | -16.3% |
| 3M | +7.4% | +23.1% | -15.7% | -3.7% |
| 6M | +22.2% | +36.3% | -14.1% | +2.0% |
| YTD | -14.0% | +96.0% | -110.0% | -39.9% |
| 1Y | -27.3% | +94.2% | -121.5% | -49.3% |
| 3Y | +24.5% | +75.3% | -50.7% | -12.6% |
| 5Y | +18.9% | +187.2% | -168.3% | -40.0% |
| 10Y | +665.4% | +415.5% | +249.9% | +148.9% |
| All | +907.8% | +308.0% | +599.8% | +166.2% |
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