+20.1%
COMP vs EQNR
+89.2%
-69.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.2% | +13.9% | +3.1% |
| 7D | +9.5% | -10.2% | +19.7% | +1.9% |
| 30D | +8.1% | +1.1% | +7.0% | +10.2% |
| 3M | -16.3% | +10.3% | -26.7% | -7.6% |
| 6M | +42.2% | +5.7% | +36.6% | +59.1% |
| YTD | -5.0% | +87.2% | -92.2% | +19.5% |
| 1Y | +20.1% | +87.4% | -67.3% | +53.5% |
| All | +20.1% | +89.2% | -69.1% | +53.5% |
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