-46.8%
C vs EQNR
+2,040.5%
-2,087.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +0.3% | +5.7% | -5.5% | -2.5% |
| 30D | +2.0% | +11.3% | -9.3% | -3.4% |
| 3M | +4.4% | +21.5% | -17.1% | -6.8% |
| 6M | +28.3% | +41.8% | -13.5% | +3.3% |
| YTD | +20.5% | +97.3% | -76.8% | -18.8% |
| 1Y | +45.5% | +89.9% | -44.4% | -0.7% |
| 3Y | +274.0% | +76.9% | +197.2% | +151.5% |
| 5Y | +136.1% | +189.2% | -53.1% | +12.5% |
| 10Y | +296.7% | +419.0% | -122.4% | +30.9% |
| All | -46.8% | +2,040.5% | -2,087.4% | -88.2% |
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