+565.2%
COPX vs EQNR
+416.8%
+148.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -2.3% | +6.4% | -8.8% | -5.2% |
| 30D | +0.3% | +10.4% | -10.1% | -4.5% |
| 3M | +6.8% | +23.1% | -16.3% | -4.8% |
| 6M | +7.9% | +36.3% | -28.3% | -12.6% |
| YTD | +23.7% | +96.0% | -72.2% | -18.7% |
| 1Y | +71.5% | +94.2% | -22.7% | +12.5% |
| 3Y | +149.1% | +75.3% | +73.8% | +67.7% |
| 5Y | +167.3% | +187.2% | -19.9% | +24.9% |
| All | +565.2% | +416.8% | +148.4% | +109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling