-47.1%
EOSE vs EQNR
+85.2%
-132.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.3% | +12.2% | +10.3% |
| 7D | +19.0% | +1.7% | +17.3% | +20.0% |
| 30D | +1.6% | +11.5% | -9.9% | +6.6% |
| 3M | -52.0% | +12.9% | -64.9% | -49.0% |
| 6M | -42.5% | +36.0% | -78.5% | -37.4% |
| YTD | -66.1% | +84.1% | -150.3% | -62.3% |
| 1Y | -47.1% | +83.8% | -130.9% | -40.0% |
| All | -47.1% | +85.2% | -132.4% | -40.0% |
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