+55.0%
ECL vs EQNR
+72.8%
-17.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.6% |
| 7D | -1.1% | +6.4% | -7.5% | -0.6% |
| 30D | -0.8% | +10.4% | -11.2% | 0.0% |
| 3M | +5.0% | +23.1% | -18.0% | +6.9% |
| 6M | +0.2% | +36.3% | -36.0% | +1.9% |
| YTD | +5.8% | +96.0% | -90.2% | +7.5% |
| 1Y | +1.5% | +94.2% | -92.7% | +3.2% |
| 3Y | +55.0% | +75.3% | -20.3% | +56.0% |
| All | +55.0% | +72.8% | -17.8% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling