-12.5%
DOW vs EQNR
+220.9%
-233.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | -1.8% | +5.8% | -7.7% | -4.9% |
| 30D | -5.9% | +9.2% | -15.2% | -10.4% |
| 3M | -13.6% | +24.3% | -37.9% | -23.5% |
| 6M | -19.4% | +28.9% | -48.2% | -30.0% |
| YTD | +27.8% | +94.8% | -67.0% | -11.6% |
| 1Y | +21.1% | +92.6% | -71.5% | -16.0% |
| 3Y | -36.4% | +70.7% | -107.1% | -54.4% |
| 5Y | -36.3% | +180.0% | -216.3% | -70.3% |
| All | -12.5% | +220.9% | -233.3% | -69.0% |
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 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