+38.3%
DD vs EQNR
+85.2%
-47.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.2% |
| 7D | -3.5% | +1.7% | -5.2% | -3.3% |
| 30D | -10.3% | +11.5% | -21.8% | -8.9% |
| 3M | -7.5% | +12.9% | -20.4% | -6.0% |
| 6M | -8.0% | +36.0% | -44.0% | -7.8% |
| YTD | +10.5% | +84.1% | -73.6% | +9.4% |
| 1Y | +38.3% | +83.8% | -45.5% | +38.8% |
| All | +38.3% | +85.2% | -47.0% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling