+842.3%
EEM vs EQNR
+1,931.5%
-1,089.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.6% |
| 7D | -1.3% | +6.4% | -7.7% | -4.1% |
| 30D | +2.1% | +10.4% | -8.3% | -2.6% |
| 3M | +1.0% | +23.1% | -22.1% | -9.7% |
| 6M | +15.9% | +36.3% | -20.4% | -4.0% |
| YTD | +24.6% | +96.0% | -71.3% | -14.0% |
| 1Y | +32.3% | +94.2% | -61.9% | -8.9% |
| 3Y | +85.9% | +75.3% | +10.7% | +28.6% |
| 5Y | +45.4% | +187.2% | -141.9% | -28.7% |
| 10Y | +130.1% | +415.5% | -285.4% | -28.7% |
| All | +842.3% | +1,931.5% | -1,089.2% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling