-37.1%
DOW vs EQNR
+183.4%
-220.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.4% | +6.4% | -7.8% | -3.8% |
| 30D | -3.9% | +10.4% | -14.3% | -7.6% |
| 3M | -12.7% | +23.1% | -35.8% | -19.6% |
| 6M | -13.7% | +36.3% | -50.0% | -22.9% |
| YTD | +28.4% | +96.0% | -67.6% | +1.0% |
| 1Y | +21.8% | +94.2% | -72.5% | -4.0% |
| 3Y | -35.7% | +75.3% | -111.0% | -48.5% |
| All | -37.1% | +183.4% | -220.5% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling