+43.2%
EAT vs EQNR
+87.7%
-44.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -1.4% |
| 7D | -1.9% | +2.7% | -4.5% | -1.2% |
| 30D | +4.9% | +10.0% | -5.1% | +7.4% |
| 3M | +63.2% | +13.5% | +49.7% | +68.4% |
| 6M | +62.4% | +39.2% | +23.1% | +80.2% |
| YTD | +59.5% | +86.6% | -27.1% | +93.8% |
| All | +43.2% | +87.7% | -44.6% | +75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling