+75.9%
DE vs EQNR
+72.8%
+3.1%
-19.9%
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 | -2.6% | +6.4% | -9.0% | -3.4% |
| 30D | +9.0% | +10.4% | -1.3% | +7.7% |
| 3M | +19.1% | +23.1% | -3.9% | +15.8% |
| 6M | +14.4% | +36.3% | -21.9% | +7.3% |
| YTD | +45.9% | +96.0% | -50.0% | +25.6% |
| 1Y | +43.6% | +94.2% | -50.6% | +23.6% |
| 3Y | +75.9% | +75.3% | +0.6% | +51.0% |
| All | +75.9% | +72.8% | +3.1% | +51.0% |
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