+24.3%
ECHO vs EQNR
+86.3%
-61.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.6% | -8.2% | -8.9% |
| 7D | -7.9% | -10.6% | +2.7% | -9.3% |
| 30D | -10.1% | -1.1% | -9.0% | -9.9% |
| 3M | +2.5% | +12.6% | -10.2% | +4.8% |
| 6M | -23.4% | +4.9% | -28.3% | -22.7% |
| YTD | -17.3% | +86.1% | -103.4% | -10.2% |
| 1Y | +24.3% | +87.5% | -63.2% | +36.1% |
| All | +24.3% | +86.3% | -61.9% | +36.1% |
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