+42.1%
DD vs EQNR
+72.8%
-30.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -3.5% | +6.4% | -9.9% | -4.1% |
| 30D | -11.7% | +10.4% | -22.0% | -12.6% |
| 3M | -9.2% | +23.1% | -32.3% | -11.6% |
| 6M | -7.2% | +36.3% | -43.5% | -13.2% |
| YTD | +6.6% | +96.0% | -89.4% | -9.7% |
| 1Y | +32.0% | +94.2% | -62.2% | +11.7% |
| 3Y | +42.1% | +75.3% | -33.1% | +20.5% |
| All | +42.1% | +72.8% | -30.7% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling