-87.3%
EOSE vs EQNR
+86.3%
-173.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -0.6% | -11.5% | -12.4% |
| 7D | -5.1% | -10.6% | +5.5% | -9.2% |
| 30D | -42.3% | -1.1% | -41.2% | -42.0% |
| 3M | -50.8% | +12.6% | -63.4% | -47.6% |
| 6M | -69.8% | +4.9% | -74.7% | -68.6% |
| YTD | -83.6% | +86.1% | -169.7% | -84.5% |
| 1Y | -87.3% | +87.5% | -174.9% | -87.7% |
| All | -87.3% | +86.3% | -173.6% | -87.7% |
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