-33.1%
EL vs EQNR
+72.8%
-105.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -6.5% | +6.4% | -12.9% | -6.9% |
| 30D | +11.1% | +10.4% | +0.8% | +10.4% |
| 3M | +10.7% | +23.1% | -12.4% | +8.7% |
| 6M | +6.9% | +36.3% | -29.4% | +1.2% |
| YTD | -6.3% | +96.0% | -102.3% | -20.1% |
| 1Y | +13.5% | +94.2% | -80.8% | -3.4% |
| 3Y | -33.1% | +75.3% | -108.3% | -44.4% |
| All | -33.1% | +72.8% | -105.9% | -44.4% |
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