+15.3%
ENTG vs EQNR
+183.4%
-168.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.2% |
| 7D | +1.2% | +6.4% | -5.3% | +0.5% |
| 30D | -12.9% | +10.4% | -23.2% | -13.8% |
| 3M | -3.1% | +23.1% | -26.1% | -5.7% |
| 6M | +21.0% | +36.3% | -15.3% | +12.9% |
| YTD | +67.0% | +96.0% | -29.0% | +41.8% |
| 1Y | +68.6% | +94.2% | -25.6% | +43.3% |
| 3Y | +48.6% | +75.3% | -26.6% | +27.3% |
| All | +15.3% | +183.4% | -168.0% | -3.4% |
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