+1,246.0%
COP vs EQNR
+2,025.8%
-779.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | +2.3% | +6.4% | -4.1% | -2.0% |
| 30D | +8.6% | +10.4% | -1.7% | +1.5% |
| 3M | +19.9% | +23.1% | -3.2% | +3.6% |
| 6M | +19.0% | +36.3% | -17.3% | -4.9% |
| YTD | +50.0% | +96.0% | -46.0% | -6.8% |
| 1Y | +50.5% | +94.2% | -43.7% | -6.0% |
| 3Y | +25.2% | +75.3% | -50.0% | -18.5% |
| 5Y | +194.3% | +187.2% | +7.1% | +33.7% |
| 10Y | +342.9% | +415.5% | -72.6% | +44.6% |
| All | +1,246.0% | +2,025.8% | -779.8% | +143.8% |
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