-17.0%
ECHO vs EQNR
+38.9%
-55.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.3% |
| 7D | +3.7% | +6.4% | -2.7% | +4.9% |
| 30D | +0.7% | +10.4% | -9.7% | +2.5% |
| 3M | -27.3% | +23.1% | -50.4% | -24.7% |
| 6M | -17.0% | +36.3% | -53.3% | -14.3% |
| All | -17.0% | +38.9% | -55.8% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling