+367.4%
EAT vs EQNR
+416.8%
-49.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | -7.7% | +6.4% | -14.1% | -10.3% |
| 30D | -13.6% | +10.4% | -23.9% | -17.4% |
| 3M | +33.9% | +23.1% | +10.8% | +20.7% |
| 6M | +47.2% | +36.3% | +10.9% | +22.8% |
| YTD | +48.1% | +96.0% | -47.9% | +1.8% |
| 1Y | +33.7% | +94.2% | -60.5% | -8.8% |
| 3Y | +595.8% | +75.3% | +520.5% | +375.8% |
| 5Y | +314.4% | +187.2% | +127.2% | +74.4% |
| All | +367.4% | +416.8% | -49.4% | +23.8% |
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 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