+110.8%
EAT vs EQNR
+89.2%
+21.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -6.2% | +12.5% | +4.7% |
| 7D | -0.1% | -10.2% | +10.1% | -2.5% |
| 30D | +13.5% | +1.1% | +12.5% | +14.1% |
| 3M | +1.0% | +10.3% | -9.3% | +4.0% |
| 6M | +57.3% | +5.7% | +51.6% | +59.7% |
| YTD | +53.6% | +87.2% | -33.6% | +100.8% |
| 1Y | +110.8% | +87.4% | +23.4% | +176.8% |
| All | +110.8% | +89.2% | +21.6% | +176.8% |
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