+273.0%
EMR vs EQNR
+416.8%
-143.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | -0.4% | +6.4% | -6.9% | -2.7% |
| 30D | -6.8% | +10.4% | -17.1% | -10.2% |
| 3M | +7.5% | +23.1% | -15.6% | -1.7% |
| 6M | +9.9% | +36.3% | -26.4% | -6.2% |
| YTD | +16.0% | +96.0% | -80.0% | -15.6% |
| 1Y | +12.4% | +94.2% | -81.8% | -18.3% |
| 3Y | +60.2% | +75.3% | -15.0% | +17.4% |
| 5Y | +67.9% | +187.2% | -119.4% | -14.3% |
| All | +273.0% | +416.8% | -143.8% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling