+724.9%
DELL vs EQNR
+72.8%
+652.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.0% |
| 7D | +8.2% | +6.4% | +1.8% | +7.6% |
| 30D | +17.1% | +10.4% | +6.7% | +15.7% |
| 3M | +45.2% | +23.1% | +22.1% | +41.0% |
| 6M | +286.8% | +36.3% | +250.5% | +259.9% |
| YTD | +354.8% | +96.0% | +258.8% | +292.4% |
| 1Y | +358.3% | +94.2% | +264.0% | +294.9% |
| 3Y | +724.9% | +75.3% | +649.6% | +597.6% |
| All | +724.9% | +72.8% | +652.1% | +597.6% |
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