+33.6%
ECHO vs EQNR
+85.2%
-51.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +3.4% | +1.7% | +1.7% | +3.6% |
| 30D | +2.4% | +11.5% | -9.1% | +3.7% |
| 3M | -28.0% | +12.9% | -40.8% | -26.9% |
| 6M | -21.2% | +36.0% | -57.2% | -19.6% |
| YTD | -17.4% | +84.1% | -101.5% | -16.4% |
| 1Y | +33.6% | +83.8% | -50.2% | +34.6% |
| All | +33.6% | +85.2% | -51.6% | +34.6% |
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