+1,919.4%
ENPH vs EQNR
+416.8%
+1,502.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -0.1% | +6.4% | -6.5% | -2.4% |
| 30D | -10.8% | +10.4% | -21.2% | -14.3% |
| 3M | -33.8% | +23.1% | -56.9% | -39.7% |
| 6M | -16.1% | +36.3% | -52.4% | -28.4% |
| YTD | +13.4% | +96.0% | -82.6% | -17.6% |
| 1Y | -2.6% | +94.2% | -96.8% | -29.5% |
| 3Y | -70.3% | +75.3% | -145.5% | -78.1% |
| 5Y | -77.0% | +187.2% | -264.2% | -87.7% |
| All | +1,919.4% | +416.8% | +1,502.6% | +576.1% |
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