-98.2%
CAPR vs EQNR
+400.7%
-498.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.7% | -3.8% |
| 7D | -10.6% | +5.7% | -16.3% | -12.4% |
| 30D | +111.2% | +11.3% | +99.9% | +103.2% |
| 3M | -67.2% | +21.5% | -88.7% | -68.8% |
| 6M | -75.1% | +41.8% | -117.0% | -78.0% |
| YTD | -71.2% | +97.3% | -168.6% | -77.4% |
| 1Y | +31.1% | +89.9% | -58.8% | +4.7% |
| 3Y | +31.3% | +76.9% | -45.5% | +4.5% |
| 5Y | +69.4% | +189.2% | -119.8% | +10.7% |
| 10Y | -78.2% | +419.0% | -497.2% | -88.7% |
| All | -98.2% | +400.7% | -498.9% | -99.2% |
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