-29.2%
COMP vs EQNR
+188.3%
-217.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.9% | -5.1% |
| 7D | -8.4% | +5.7% | -14.2% | -8.5% |
| 30D | -20.2% | +11.3% | -31.5% | -20.4% |
| 3M | +28.1% | +21.5% | +6.6% | +27.4% |
| 6M | +14.9% | +41.8% | -27.0% | +8.2% |
| YTD | -4.2% | +97.3% | -101.5% | -16.9% |
| 1Y | +10.2% | +89.9% | -79.7% | -3.9% |
| 3Y | +203.3% | +76.9% | +126.4% | +164.4% |
| 5Y | -29.2% | +189.2% | -218.4% | -51.9% |
| All | -29.2% | +188.3% | -217.5% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling