-12.1%
DOW vs EQNR
+222.7%
-234.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | -1.4% | +6.4% | -7.8% | -4.8% |
| 30D | -3.9% | +10.4% | -14.3% | -9.0% |
| 3M | -12.7% | +23.1% | -35.8% | -22.3% |
| 6M | -13.7% | +36.3% | -50.0% | -27.2% |
| YTD | +28.4% | +96.0% | -67.6% | -11.5% |
| 1Y | +21.8% | +94.2% | -72.5% | -15.9% |
| 3Y | -35.7% | +75.3% | -111.0% | -54.6% |
| 5Y | -36.8% | +187.2% | -224.0% | -71.1% |
| All | -12.1% | +222.7% | -234.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling