+292.4%
C vs EQNR
+416.8%
-124.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.8% | +6.4% | -5.6% | -1.7% |
| 30D | +0.9% | +10.4% | -9.5% | -3.2% |
| 3M | +1.1% | +23.1% | -22.0% | -8.4% |
| 6M | +28.4% | +36.3% | -7.9% | +8.4% |
| YTD | +20.8% | +96.0% | -75.2% | -14.5% |
| 1Y | +43.4% | +94.2% | -50.8% | +1.3% |
| 3Y | +274.9% | +75.3% | +199.6% | +165.7% |
| 5Y | +136.7% | +187.2% | -50.5% | +13.1% |
| All | +292.4% | +416.8% | -124.4% | +29.3% |
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 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