+113.5%
CSCO vs EQNR
+72.8%
+40.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.4% |
| 7D | +2.7% | +6.4% | -3.8% | +2.1% |
| 30D | -9.5% | +10.4% | -19.8% | -10.4% |
| 3M | -7.6% | +23.1% | -30.7% | -9.7% |
| 6M | +44.9% | +36.3% | +8.6% | +39.1% |
| YTD | +47.7% | +96.0% | -48.3% | +35.6% |
| 1Y | +69.1% | +94.2% | -25.1% | +55.1% |
| 3Y | +113.5% | +75.3% | +38.3% | +99.4% |
| All | +113.5% | +72.8% | +40.7% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling