+60.2%
EMR vs EQNR
+72.8%
-12.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -0.4% | +6.4% | -6.9% | -0.5% |
| 30D | -6.8% | +10.4% | -17.1% | -6.9% |
| 3M | +7.5% | +23.1% | -15.6% | +7.0% |
| 6M | +9.9% | +36.3% | -26.4% | +6.1% |
| YTD | +16.0% | +96.0% | -80.0% | +4.6% |
| 1Y | +12.4% | +94.2% | -81.8% | +1.4% |
| 3Y | +60.2% | +75.3% | -15.0% | +47.2% |
| All | +60.2% | +72.8% | -12.6% | +47.2% |
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