+3,132.6%
COST vs EQNR
+2,025.8%
+1,106.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -1.2% | +6.4% | -7.6% | -2.1% |
| 30D | -4.7% | +10.4% | -15.1% | -6.1% |
| 3M | -7.1% | +23.1% | -30.2% | -10.0% |
| 6M | -8.5% | +36.3% | -44.8% | -13.0% |
| YTD | +5.4% | +96.0% | -90.6% | -5.0% |
| 1Y | -5.6% | +94.2% | -99.8% | -14.9% |
| 3Y | +68.5% | +75.3% | -6.8% | +52.2% |
| 5Y | +105.2% | +187.2% | -82.0% | +67.9% |
| 10Y | +610.7% | +415.5% | +195.2% | +404.4% |
| All | +3,132.6% | +2,025.8% | +1,106.7% | +1,834.4% |
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