-46.7%
COMP vs EQNR
+230.1%
-276.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.1% | -6.4% | -3.4% |
| 7D | +4.1% | -1.9% | +6.0% | +4.1% |
| 30D | -14.5% | +12.6% | -27.1% | -15.0% |
| 3M | +41.8% | +16.5% | +25.3% | +40.8% |
| 6M | +23.6% | +31.8% | -8.2% | +16.9% |
| YTD | +1.7% | +89.8% | -88.1% | -12.0% |
| 1Y | +12.6% | +87.6% | -75.0% | -2.8% |
| 3Y | +221.9% | +70.1% | +151.7% | +179.8% |
| 5Y | -28.1% | +181.1% | -209.3% | -46.9% |
| All | -46.7% | +230.1% | -276.7% | -63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling