+11.5%
COMP vs EQNR
+93.1%
-81.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.4% | +3.3% |
| 7D | -5.5% | +6.4% | -11.9% | -1.0% |
| 30D | -17.4% | +10.4% | -27.8% | -10.7% |
| 3M | +24.4% | +23.1% | +1.3% | +49.6% |
| 6M | +21.8% | +36.3% | -14.5% | +46.5% |
| YTD | -0.6% | +96.0% | -96.5% | +26.9% |
| 1Y | +11.5% | +94.2% | -82.8% | +42.4% |
| All | +11.5% | +93.1% | -81.7% | +42.4% |
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