-12.5%
EFX vs EQNR
+72.8%
-85.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -4.5% | +6.4% | -11.0% | -4.7% |
| 30D | -6.1% | +10.4% | -16.4% | -6.4% |
| 3M | +6.2% | +23.1% | -16.9% | +5.1% |
| 6M | -11.2% | +36.3% | -47.5% | -13.7% |
| YTD | -21.4% | +96.0% | -117.4% | -27.2% |
| 1Y | -34.3% | +94.2% | -128.5% | -39.1% |
| 3Y | -12.5% | +75.3% | -87.8% | -20.2% |
| All | -12.5% | +72.8% | -85.3% | -20.2% |
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 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