+69.4%
EMR vs EQNR
+183.4%
-113.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -0.4% | +6.4% | -6.9% | -1.0% |
| 30D | -6.8% | +10.4% | -17.1% | -7.7% |
| 3M | +7.5% | +23.1% | -15.6% | +4.9% |
| 6M | +9.9% | +36.3% | -26.4% | +3.9% |
| YTD | +16.0% | +96.0% | -80.0% | +2.0% |
| 1Y | +12.4% | +94.2% | -81.8% | -1.1% |
| 3Y | +60.2% | +75.3% | -15.0% | +42.2% |
| All | +69.4% | +183.4% | -113.9% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling