+915.6%
CSCO vs EQNR
+2,040.5%
-1,125.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | -1.1% | +5.7% | -6.8% | -2.7% |
| 30D | -10.8% | +11.3% | -22.1% | -13.6% |
| 3M | -9.2% | +21.5% | -30.7% | -15.0% |
| 6M | +39.5% | +41.8% | -2.3% | +23.7% |
| YTD | +41.5% | +97.3% | -55.8% | +13.2% |
| 1Y | +61.0% | +89.9% | -29.0% | +29.7% |
| 3Y | +105.2% | +76.9% | +28.4% | +64.6% |
| 5Y | +113.4% | +189.2% | -75.8% | +38.9% |
| 10Y | +368.7% | +419.0% | -50.4% | +134.0% |
| All | +915.6% | +2,040.5% | -1,125.0% | +188.8% |
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