+276.1%
EBAY vs EQNR
+416.8%
-140.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.7% |
| 7D | +4.2% | +6.4% | -2.2% | +3.3% |
| 30D | +5.6% | +10.4% | -4.7% | +4.1% |
| 3M | -1.4% | +23.1% | -24.5% | -4.7% |
| 6M | +18.2% | +36.3% | -18.1% | +11.7% |
| YTD | +24.8% | +96.0% | -71.1% | +10.9% |
| 1Y | +18.0% | +94.2% | -76.2% | +4.9% |
| 3Y | +160.3% | +75.3% | +85.0% | +132.1% |
| 5Y | +62.1% | +187.2% | -125.1% | +29.4% |
| All | +276.1% | +416.8% | -140.7% | +156.4% |
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