+41.4%
ENTG vs EQNR
+86.3%
-44.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.6% | -12.1% | -12.9% |
| 7D | -22.0% | -10.6% | -11.4% | -25.0% |
| 30D | -25.2% | -1.1% | -24.1% | -25.0% |
| 3M | -14.2% | +12.6% | -26.9% | -8.9% |
| 6M | -16.3% | +4.9% | -21.2% | -10.2% |
| YTD | +48.5% | +86.1% | -37.6% | +46.5% |
| 1Y | +41.4% | +87.5% | -46.1% | +40.6% |
| All | +41.4% | +86.3% | -44.9% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling