+58.2%
CAPR vs EQNR
+85.2%
-27.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.4% |
| 7D | -2.0% | +1.7% | -3.7% | -3.3% |
| 30D | +139.2% | +11.5% | +127.7% | +117.0% |
| 3M | -66.4% | +12.9% | -79.2% | -67.5% |
| 6M | -63.1% | +36.0% | -99.1% | -77.4% |
| YTD | -67.4% | +84.1% | -151.5% | -92.4% |
| 1Y | +58.2% | +83.8% | -25.5% | -66.0% |
| All | +58.2% | +85.2% | -27.0% | -66.0% |
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