+379.9%
CSCO vs EQNR
+416.8%
-36.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +2.7% | +6.4% | -3.8% | +1.2% |
| 30D | -9.5% | +10.4% | -19.8% | -11.5% |
| 3M | -7.6% | +23.1% | -30.7% | -12.3% |
| 6M | +44.9% | +36.3% | +8.6% | +33.1% |
| YTD | +47.7% | +96.0% | -48.3% | +24.0% |
| 1Y | +69.1% | +94.2% | -25.1% | +41.8% |
| 3Y | +113.5% | +75.3% | +38.3% | +80.2% |
| 5Y | +122.8% | +187.2% | -64.5% | +53.6% |
| All | +379.9% | +416.8% | -36.9% | +169.1% |
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