+41.5%
CBOE vs EQNR
+86.3%
-44.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.3% |
| 7D | +12.4% | -10.6% | +22.9% | +13.7% |
| 30D | +26.9% | -1.1% | +28.0% | +26.9% |
| 3M | +24.3% | +12.6% | +11.7% | +22.1% |
| 6M | +3.1% | +4.9% | -1.8% | +0.5% |
| YTD | +41.7% | +86.1% | -44.4% | +34.7% |
| 1Y | +41.5% | +87.5% | -46.0% | +34.0% |
| All | +41.5% | +86.3% | -44.8% | +34.0% |
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