+34.1%
D vs EQNR
+416.8%
-382.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.2% | +6.4% | -8.7% | -3.1% |
| 30D | -4.5% | +10.4% | -14.8% | -5.8% |
| 3M | -2.5% | +23.1% | -25.6% | -5.6% |
| 6M | +5.5% | +36.3% | -30.7% | +0.2% |
| YTD | +13.3% | +96.0% | -82.7% | +1.5% |
| 1Y | +11.8% | +94.2% | -82.4% | +0.3% |
| 3Y | +56.7% | +75.3% | -18.5% | +41.0% |
| 5Y | +4.3% | +187.2% | -182.9% | -16.1% |
| All | +34.1% | +416.8% | -382.7% | -13.5% |
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