-78.7%
CAPR vs EQNR
+416.8%
-495.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -11.0% | +6.4% | -17.4% | -14.1% |
| 30D | +99.8% | +10.4% | +89.4% | +88.9% |
| 3M | -66.6% | +23.1% | -89.7% | -69.3% |
| 6M | -75.1% | +36.3% | -111.4% | -79.0% |
| YTD | -71.0% | +96.0% | -167.0% | -80.3% |
| 1Y | +30.0% | +94.2% | -64.3% | -11.0% |
| 3Y | +29.0% | +75.3% | -46.3% | -11.5% |
| 5Y | +70.8% | +187.2% | -116.4% | -21.5% |
| All | -78.7% | +416.8% | -495.5% | -93.8% |
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