+66.9%
DD vs EQNR
+416.8%
-349.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -3.5% | +6.4% | -9.9% | -5.6% |
| 30D | -11.7% | +10.4% | -22.0% | -14.7% |
| 3M | -9.2% | +23.1% | -32.3% | -16.4% |
| 6M | -7.2% | +36.3% | -43.5% | -19.5% |
| YTD | +6.6% | +96.0% | -89.4% | -20.3% |
| 1Y | +32.0% | +94.2% | -62.2% | -1.4% |
| 3Y | +42.1% | +75.3% | -33.1% | +7.7% |
| 5Y | +58.1% | +187.2% | -129.2% | -11.9% |
| All | +66.9% | +416.8% | -349.9% | -30.8% |
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 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