+1,123.6%
ENTG vs EQNR
+2,025.8%
-902.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.5% |
| 7D | +1.2% | +6.4% | -5.3% | -1.5% |
| 30D | -12.9% | +10.4% | -23.2% | -16.7% |
| 3M | -3.1% | +23.1% | -26.1% | -13.8% |
| 6M | +21.0% | +36.3% | -15.3% | -0.4% |
| YTD | +67.0% | +96.0% | -29.0% | +15.0% |
| 1Y | +68.6% | +94.2% | -25.6% | +16.3% |
| 3Y | +48.6% | +75.3% | -26.6% | +4.1% |
| 5Y | +18.6% | +187.2% | -168.6% | -39.5% |
| 10Y | +794.8% | +415.5% | +379.3% | +202.2% |
| All | +1,123.6% | +2,025.8% | -902.2% | +177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling