+6.1%
CMCSA vs EQNR
+416.8%
-410.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -4.9% | +6.4% | -11.3% | -6.1% |
| 30D | -1.1% | +10.4% | -11.4% | -3.1% |
| 3M | +6.6% | +23.1% | -16.5% | +1.7% |
| 6M | -15.5% | +36.3% | -51.8% | -21.7% |
| YTD | -6.7% | +96.0% | -102.6% | -20.3% |
| 1Y | -15.6% | +94.2% | -109.8% | -27.9% |
| 3Y | -33.7% | +75.3% | -108.9% | -43.0% |
| 5Y | -46.6% | +187.2% | -233.8% | -61.6% |
| All | +6.1% | +416.8% | -410.7% | -37.1% |
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