+486.4%
D vs EQNR
+2,040.5%
-1,554.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.6% | +5.7% | -7.4% | -2.7% |
| 30D | -3.5% | +11.3% | -14.8% | -5.6% |
| 3M | -1.6% | +21.5% | -23.1% | -5.7% |
| 6M | +5.8% | +41.8% | -36.0% | -2.5% |
| YTD | +14.5% | +97.3% | -82.8% | -1.6% |
| 1Y | +14.2% | +89.9% | -75.8% | -1.3% |
| 3Y | +59.0% | +76.9% | -17.9% | +37.2% |
| 5Y | +5.4% | +189.2% | -183.8% | -20.8% |
| 10Y | +38.4% | +419.0% | -380.7% | -15.1% |
| All | +486.4% | +2,040.5% | -1,554.2% | +137.9% |
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