+395.2%
COR vs EQNR
+416.8%
-21.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.8% | +6.4% | -9.3% | -3.9% |
| 30D | +2.6% | +10.4% | -7.8% | +0.7% |
| 3M | +14.5% | +23.1% | -8.6% | +9.9% |
| 6M | -7.8% | +36.3% | -44.1% | -13.3% |
| YTD | -4.2% | +96.0% | -100.2% | -16.0% |
| 1Y | +7.0% | +94.2% | -87.2% | -6.2% |
| 3Y | +85.5% | +75.3% | +10.3% | +62.8% |
| 5Y | +181.2% | +187.2% | -6.0% | +108.6% |
| All | +395.2% | +416.8% | -21.6% | +208.9% |
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 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